+16.0%
D vs SFM
-36.1%
+52.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -3.9% | -0.6% |
| 7D | -2.4% | -7.1% | +4.6% | -2.1% |
| 30D | +9.0% | -21.4% | +30.4% | +9.9% |
| 3M | +1.0% | -40.1% | +41.0% | +2.9% |
| 6M | +11.0% | -38.0% | +49.0% | +13.0% |
| YTD | +19.8% | -36.5% | +56.3% | +21.8% |
| 1Y | +16.0% | -35.2% | +51.2% | +17.9% |
| All | +16.0% | -36.1% | +52.1% | +17.9% |
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