+7.8%
EQT vs SFM
-41.4%
+49.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -0.8% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | +7.7% | -4.4% | +12.1% | +7.7% |
| 3M | +0.2% | +1.5% | -1.3% | +0.2% |
| 6M | -9.5% | +6.5% | -16.0% | -9.6% |
| YTD | +3.8% | +2.2% | +1.7% | +3.8% |
| 1Y | +7.8% | -41.9% | +49.6% | +5.7% |
| All | +7.8% | -41.4% | +49.2% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling