+734.9%
EW vs SFM
+40.3%
+694.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.2% | +1.8% |
| 7D | +11.0% | -1.2% | +12.2% | +11.0% |
| 30D | +19.1% | -24.8% | +43.8% | +21.9% |
| 3M | +14.4% | -43.7% | +58.0% | +20.7% |
| 6M | +22.8% | -37.3% | +60.0% | +27.7% |
| YTD | +19.8% | -38.4% | +58.2% | +24.4% |
| 1Y | +23.9% | -36.9% | +60.8% | +28.2% |
| 3Y | +52.2% | +20.7% | +31.6% | +43.2% |
| 5Y | -13.9% | +103.5% | -117.4% | -25.0% |
| 10Y | +241.9% | +139.7% | +102.1% | +183.6% |
| All | +734.9% | +40.3% | +694.6% | +636.0% |
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 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