+6.9%
ES vs SFM
-35.8%
+42.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.1% | +7.2% | +2.2% |
| 7D | +5.9% | +7.5% | -1.6% | +5.7% |
| 30D | +10.2% | -20.8% | +31.0% | +10.6% |
| 3M | +0.4% | -39.4% | +39.8% | +1.5% |
| 6M | +6.9% | -34.5% | +41.3% | +7.0% |
| All | +6.9% | -35.8% | +42.6% | +7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling