+190.4%
ED vs SFM
+132.6%
+57.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.5% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -0.1% | -4.4% | +4.2% | +0.1% |
| 3M | +3.9% | +1.5% | +2.4% | +3.6% |
| 6M | -3.0% | +6.5% | -9.5% | -3.8% |
| YTD | +10.7% | +2.2% | +8.5% | +10.0% |
| 1Y | +13.3% | -41.9% | +55.2% | +16.7% |
| 3Y | +34.5% | +106.8% | -72.3% | +24.1% |
| 5Y | +67.1% | +231.6% | -164.4% | +47.5% |
| 10Y | +103.0% | +258.4% | -155.4% | +75.3% |
| All | +190.4% | +132.6% | +57.8% | +147.0% |
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