+216.5%
C vs SFM
+23.6%
+192.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +1.3% |
| 7D | -0.4% | -7.1% | +6.6% | +0.2% |
| 30D | -5.3% | -21.4% | +16.1% | -3.7% |
| 3M | -8.0% | -40.1% | +32.1% | -3.9% |
| 6M | -0.3% | -38.0% | +37.8% | +3.4% |
| YTD | +8.6% | -36.5% | +45.2% | +12.0% |
| 1Y | +25.8% | -35.2% | +61.0% | +29.1% |
| All | +216.5% | +23.6% | +192.9% | +204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling