+5.3%
ES vs SFM
+116.0%
-110.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | +2.7% | +6.0% | -3.3% | +2.2% |
| 30D | +7.6% | -19.5% | +27.0% | +9.1% |
| 3M | +0.5% | -37.0% | +37.5% | +4.0% |
| 6M | +7.6% | -41.0% | +48.6% | +11.8% |
| YTD | +10.2% | -34.6% | +44.9% | +13.0% |
| 1Y | +1.8% | -36.3% | +38.1% | +4.6% |
| 3Y | +55.4% | +24.5% | +30.8% | +41.0% |
| All | +5.3% | +116.0% | -110.6% | -15.0% |
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