-10.8%
DOW vs SFM
+268.3%
-279.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -3.4% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | +0.4% | -4.4% | +4.7% | +0.9% |
| 3M | -14.4% | +1.5% | -15.9% | -15.1% |
| 6M | -7.0% | +6.5% | -13.4% | -8.8% |
| YTD | +30.2% | +2.2% | +28.0% | +28.2% |
| 1Y | +29.2% | -41.9% | +71.1% | +38.4% |
| 3Y | -36.7% | +106.8% | -143.5% | -47.8% |
| 5Y | -37.7% | +231.6% | -269.3% | -54.9% |
| All | -10.8% | +268.3% | -279.1% | -46.7% |
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