+100.4%
D vs SFM
+40.3%
+60.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.4% | -1.1% |
| 7D | +3.0% | -1.2% | +4.2% | +3.0% |
| 30D | +11.5% | -24.8% | +36.3% | +13.8% |
| 3M | +3.7% | -43.7% | +47.4% | +8.4% |
| 6M | +13.5% | -37.3% | +50.8% | +17.2% |
| YTD | +20.7% | -38.4% | +59.1% | +24.5% |
| 1Y | +18.2% | -36.9% | +55.2% | +21.6% |
| 3Y | +73.3% | +20.7% | +52.6% | +64.5% |
| 5Y | +12.3% | +103.5% | -91.2% | +0.2% |
| 10Y | +43.4% | +139.7% | -96.4% | +23.0% |
| All | +100.4% | +40.3% | +60.1% | +75.9% |
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 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