+33.5%
EXC vs SFM
+27.3%
+6.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | 0.0% | +1.3% |
| 7D | +1.4% | +6.0% | -4.7% | +1.1% |
| 30D | +8.6% | -19.5% | +28.0% | +9.3% |
| 3M | +2.4% | -37.0% | +39.4% | +4.2% |
| 6M | +6.5% | -41.0% | +47.5% | +8.6% |
| YTD | +9.0% | -34.6% | +43.7% | +10.5% |
| 1Y | +4.6% | -36.3% | +40.8% | +6.1% |
| 3Y | +33.5% | +24.5% | +9.0% | +19.5% |
| All | +33.5% | +27.3% | +6.2% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling