+634.9%
EW vs SFM
+132.6%
+502.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | -0.2% |
| 7D | -0.3% | -0.1% | -0.3% | -0.3% |
| 30D | +1.0% | -4.4% | +5.4% | +1.5% |
| 3M | +2.8% | +1.5% | +1.3% | +2.4% |
| 6M | +5.5% | +6.5% | -1.0% | +4.2% |
| YTD | +5.5% | +2.2% | +3.3% | +4.4% |
| 1Y | +11.0% | -41.9% | +52.9% | +16.6% |
| 3Y | +17.7% | +106.8% | -89.1% | +5.1% |
| 5Y | -25.7% | +231.6% | -257.3% | -38.2% |
| 10Y | +132.8% | +258.4% | -125.6% | +86.0% |
| All | +634.9% | +132.6% | +502.3% | +518.0% |
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