+255.4%
C vs SFM
+132.6%
+122.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.7% |
| 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% | +1.8% |
| 6M | +24.9% | +6.5% | +18.5% | +22.6% |
| YTD | +19.8% | +2.2% | +17.6% | +18.1% |
| 1Y | +44.9% | -41.9% | +86.7% | +54.3% |
| 3Y | +263.0% | +106.8% | +156.2% | +217.8% |
| 5Y | +129.5% | +231.6% | -102.0% | +83.1% |
| 10Y | +291.6% | +258.4% | +33.2% | +192.6% |
| All | +255.4% | +132.6% | +122.9% | +182.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling