+48.7%
ES vs SFM
+19.7%
+28.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | +0.9% | -6.9% | +7.8% | +1.2% |
| 30D | +5.9% | -25.0% | +30.9% | +7.1% |
| 3M | -1.0% | -42.7% | +41.7% | +1.4% |
| 6M | +7.2% | -41.0% | +48.2% | +9.5% |
| YTD | +7.0% | -38.7% | +45.6% | +8.8% |
| 1Y | +0.5% | -38.1% | +38.6% | +2.1% |
| 3Y | +48.7% | +19.3% | +29.3% | +46.5% |
| All | +48.7% | +19.7% | +28.9% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling