+195.6%
EQT vs SFM
+211.2%
-15.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | -1.2% | -8.8% | +7.6% | 0.0% |
| 30D | +1.1% | -14.5% | +15.5% | +3.1% |
| 3M | +4.8% | -16.8% | +21.6% | +7.1% |
| 6M | -10.6% | -5.3% | -5.2% | -10.8% |
| YTD | +3.4% | -9.4% | +12.8% | +3.6% |
| 1Y | +8.7% | -46.2% | +54.8% | +17.9% |
| 3Y | +35.0% | +81.3% | -46.3% | +22.8% |
| All | +195.6% | +211.2% | -15.6% | +144.2% |
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 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