-54.2%
COMP vs SFM
+93.7%
-147.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.1% | -3.0% | -7.5% |
| 7D | -1.8% | +7.5% | -9.3% | -2.6% |
| 30D | -0.8% | -20.8% | +20.1% | +1.7% |
| 3M | -28.1% | -39.4% | +11.2% | -24.0% |
| 6M | +27.0% | -34.5% | +61.5% | +32.1% |
| YTD | -12.8% | -35.2% | +22.5% | -9.7% |
| 1Y | +4.9% | -35.3% | +40.2% | +8.4% |
| 3Y | +321.0% | +23.9% | +297.1% | +291.4% |
| 5Y | -25.6% | +113.8% | -139.4% | -30.7% |
| All | -54.2% | +93.7% | -147.9% | -57.3% |
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