+2.8%
DIS vs SFM
-34.4%
+37.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.3% |
| 7D | +0.9% | -0.4% | +1.3% | +0.9% |
| 30D | +8.9% | -19.2% | +28.1% | +10.0% |
| 3M | +14.5% | -40.3% | +54.8% | +18.6% |
| 6M | +12.2% | -40.9% | +53.1% | +16.3% |
| YTD | +4.7% | -35.5% | +40.2% | +7.3% |
| 1Y | +2.8% | -37.4% | +40.3% | +5.8% |
| All | +2.8% | -34.4% | +37.3% | +5.8% |
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