+207.2%
COMP vs SFM
+108.0%
+99.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.3% | +0.2% |
| 7D | +1.4% | -0.1% | +1.4% | +1.4% |
| 30D | -13.3% | -4.4% | -9.0% | -13.0% |
| 3M | +41.1% | +1.5% | +39.6% | +40.2% |
| 6M | +17.2% | +6.5% | +10.7% | +14.3% |
| YTD | +5.2% | +2.2% | +3.0% | +3.4% |
| 1Y | +18.9% | -41.9% | +60.8% | +37.5% |
| All | +207.2% | +108.0% | +99.2% | +72.7% |
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