+130.7%
C vs SFM
+230.0%
-99.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.6% |
| 7D | +3.6% | -0.1% | +3.7% | +3.6% |
| 30D | +0.1% | -4.4% | +4.4% | +0.5% |
| 3M | +2.4% | +1.5% | +0.9% | +1.9% |
| 6M | +24.9% | +6.5% | +18.5% | +22.9% |
| YTD | +19.8% | +2.2% | +17.6% | +18.4% |
| 1Y | +44.9% | -41.9% | +86.7% | +55.0% |
| 3Y | +263.0% | +106.8% | +156.2% | +228.1% |
| All | +130.7% | +230.0% | -99.3% | +93.5% |
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