+21.8%
DOW vs SFM
-46.0%
+67.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.8% | -2.1% |
| 7D | -1.4% | -10.6% | +9.2% | -0.5% |
| 30D | -3.9% | -15.5% | +11.5% | -2.6% |
| 3M | -12.7% | -17.4% | +4.8% | -11.2% |
| 6M | -13.7% | -3.4% | -10.3% | -14.7% |
| YTD | +28.4% | -8.7% | +37.1% | +28.0% |
| 1Y | +21.8% | -47.2% | +68.9% | +34.6% |
| All | +21.8% | -46.0% | +67.8% | +34.6% |
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