-35.9%
DOW vs SFM
+219.5%
-255.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +1.1% |
| 7D | -2.9% | -5.8% | +2.9% | -2.4% |
| 30D | +2.0% | -11.4% | +13.3% | +3.1% |
| 3M | -12.5% | -12.2% | -0.3% | -11.6% |
| 6M | -9.2% | -5.2% | -4.0% | -9.4% |
| YTD | +30.8% | -4.5% | +35.2% | +30.2% |
| 1Y | +29.4% | -45.4% | +74.8% | +36.8% |
| 3Y | -34.6% | +91.1% | -125.6% | -42.7% |
| 5Y | -35.9% | +226.8% | -262.7% | -50.4% |
| All | -35.9% | +219.5% | -255.5% | -50.4% |
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