+7.8%
D vs SFM
+230.0%
-222.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.7% |
| 7D | +1.5% | -0.1% | +1.5% | +1.5% |
| 30D | -2.6% | -4.4% | +1.8% | -2.3% |
| 3M | 0.0% | +1.5% | -1.5% | -0.4% |
| 6M | +7.4% | +6.5% | +0.9% | +6.3% |
| YTD | +15.9% | +2.2% | +13.7% | +15.0% |
| 1Y | +18.1% | -41.9% | +60.0% | +23.3% |
| 3Y | +58.4% | +106.8% | -48.4% | +40.6% |
| All | +7.8% | +230.0% | -222.2% | -11.0% |
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