-1.4%
DOW vs SFM
+128.8%
-130.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.5% | -0.1% | +2.9% |
| 7D | -0.5% | -7.1% | +6.6% | +0.5% |
| 30D | +15.7% | -21.4% | +37.1% | +18.9% |
| 3M | +5.3% | -40.1% | +45.4% | +12.1% |
| 6M | -14.2% | -38.0% | +23.8% | -9.5% |
| YTD | +43.9% | -36.5% | +80.4% | +50.4% |
| 1Y | +53.1% | -35.2% | +88.2% | +59.2% |
| 3Y | -21.8% | +23.5% | -45.3% | -31.0% |
| 5Y | -28.3% | +109.7% | -138.0% | -45.1% |
| All | -1.4% | +128.8% | -130.2% | -37.5% |
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