-64.8%
EL vs SFM
+102.7%
-167.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.7% |
| 7D | +8.0% | -10.2% | +18.2% | +9.4% |
| 30D | +15.4% | -23.9% | +39.3% | +18.9% |
| 3M | +28.5% | -42.3% | +70.8% | +37.2% |
| 6M | +32.2% | -40.1% | +72.4% | +40.2% |
| YTD | +9.2% | -37.8% | +47.0% | +14.8% |
| 1Y | +30.8% | -37.1% | +67.9% | +37.1% |
| 3Y | +3.7% | +21.5% | -17.9% | -14.1% |
| 5Y | -64.8% | +103.8% | -168.6% | -73.6% |
| All | -64.8% | +102.7% | -167.5% | -73.6% |
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