+26.7%
EQT vs SFM
+108.9%
-82.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.1% | -0.2% |
| 7D | -2.0% | -7.2% | +5.2% | -0.8% |
| 30D | +1.0% | -14.3% | +15.3% | +3.5% |
| 3M | +4.0% | -13.7% | +17.7% | +6.1% |
| 6M | -11.7% | -6.0% | -5.7% | -11.8% |
| YTD | +2.8% | -8.2% | +11.1% | +2.8% |
| 1Y | +10.0% | -46.2% | +56.2% | +20.3% |
| 3Y | +34.1% | +83.6% | -49.4% | +15.5% |
| 5Y | +195.3% | +212.7% | -17.4% | +123.2% |
| 10Y | +51.6% | +273.0% | -221.5% | +3.3% |
| All | +26.7% | +108.9% | -82.2% | -4.9% |
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 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