+113.6%
C vs SFM
+116.0%
-2.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.2% |
| 7D | +4.2% | +6.0% | -1.9% | +3.6% |
| 30D | +2.0% | -19.5% | +21.4% | +3.7% |
| 3M | -10.1% | -37.0% | +26.9% | -6.3% |
| 6M | +1.0% | -41.0% | +42.0% | +5.8% |
| YTD | +8.5% | -34.6% | +43.1% | +11.7% |
| 1Y | +25.7% | -36.3% | +62.0% | +29.9% |
| 3Y | +216.0% | +24.5% | +191.5% | +199.9% |
| All | +113.6% | +116.0% | -2.4% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling