+22.6%
D vs SFM
-35.8%
+58.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.6% | +0.8% | +4.3% |
| 7D | +8.5% | -12.3% | +20.8% | +8.7% |
| 30D | +14.3% | -16.2% | +30.5% | +14.8% |
| 3M | +1.8% | -36.8% | +38.6% | +3.3% |
| 6M | +13.0% | -32.6% | +45.6% | +14.4% |
| YTD | +22.7% | -31.7% | +54.5% | +24.1% |
| 1Y | +22.6% | -35.0% | +57.6% | +23.8% |
| All | +22.6% | -35.8% | +58.4% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling