+16.9%
D vs SFM
-37.1%
+54.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | +0.8% | -10.2% | +11.0% | +1.3% |
| 30D | +10.7% | -23.9% | +34.6% | +11.8% |
| 3M | +2.3% | -42.3% | +44.5% | +4.4% |
| 6M | +12.5% | -40.1% | +52.6% | +14.7% |
| YTD | +20.1% | -37.8% | +57.9% | +22.2% |
| All | +16.9% | -37.1% | +54.0% | +19.2% |
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 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