-17.9%
COMP vs SFM
+105.4%
-123.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -4.8% | +15.6% | +11.4% |
| 7D | +13.4% | -1.2% | +14.7% | +13.6% |
| 30D | +11.1% | -24.8% | +35.9% | +14.9% |
| 3M | -18.8% | -43.7% | +24.9% | -12.9% |
| 6M | +10.5% | -37.3% | +47.8% | +16.0% |
| YTD | -3.4% | -38.4% | +35.0% | +0.9% |
| 1Y | +19.7% | -36.9% | +56.6% | +24.1% |
| 3Y | +381.6% | +20.7% | +360.9% | +335.9% |
| All | -17.9% | +105.4% | -123.2% | -22.5% |
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