+146.3%
ES vs SFM
+40.3%
+106.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.8% | +2.0% | -2.5% |
| 7D | +1.9% | -1.2% | +3.1% | +1.9% |
| 30D | +7.1% | -24.8% | +31.8% | +9.0% |
| 3M | -1.9% | -43.7% | +41.8% | +2.1% |
| 6M | +4.4% | -37.3% | +41.6% | +7.4% |
| YTD | +7.3% | -38.4% | +45.7% | +10.4% |
| 1Y | +2.1% | -36.9% | +39.1% | +4.8% |
| 3Y | +41.8% | +20.7% | +21.2% | +35.2% |
| 5Y | +1.4% | +103.5% | -102.0% | -8.3% |
| 10Y | +86.8% | +139.7% | -53.0% | +63.5% |
| All | +146.3% | +40.3% | +106.0% | +118.6% |
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