+51.9%
DOW vs SFM
-35.8%
+87.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.6% | -6.9% | -3.3% |
| 7D | -4.2% | -12.3% | +8.1% | -3.8% |
| 30D | +14.7% | -16.2% | +30.9% | +15.2% |
| 3M | +9.1% | -36.8% | +45.9% | +10.2% |
| 6M | -17.7% | -32.6% | +14.9% | -17.2% |
| YTD | +44.6% | -31.7% | +76.3% | +45.2% |
| 1Y | +51.9% | -35.0% | +86.9% | +52.2% |
| All | +51.9% | -35.8% | +87.7% | +52.2% |
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