-30.2%
EL vs SFM
+96.9%
-127.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -1.5% |
| 7D | +1.7% | -5.8% | +7.5% | +2.3% |
| 30D | +15.5% | -11.4% | +26.8% | +16.7% |
| 3M | +20.6% | -12.2% | +32.7% | +21.7% |
| 6M | +10.5% | -5.2% | +15.6% | +10.8% |
| YTD | -1.9% | -4.5% | +2.6% | -1.9% |
| 1Y | +16.1% | -45.4% | +61.5% | +19.3% |
| 3Y | -30.2% | +91.1% | -121.3% | -60.9% |
| All | -30.2% | +96.9% | -127.1% | -60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling