+83.8%
EL vs SFM
+132.6%
-48.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | +0.1% | +2.7% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +19.8% | -4.4% | +24.2% | +20.4% |
| 3M | +25.7% | +1.5% | +24.2% | +25.3% |
| 6M | +5.4% | +6.5% | -1.0% | +4.3% |
| YTD | +0.2% | +2.2% | -2.0% | -0.5% |
| 1Y | +20.4% | -41.9% | +62.3% | +26.2% |
| 3Y | -32.1% | +106.8% | -138.9% | -40.5% |
| 5Y | -67.2% | +231.6% | -298.8% | -73.0% |
| 10Y | +31.7% | +258.4% | -226.7% | +3.4% |
| All | +83.8% | +132.6% | -48.8% | +51.2% |
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