+47.6%
EXC vs SFM
+230.0%
-182.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -3.9% | -1.3% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -3.7% | -4.4% | +0.6% | -3.4% |
| 3M | -1.3% | +1.5% | -2.8% | -1.7% |
| 6M | -9.7% | +6.5% | -16.2% | -10.7% |
| YTD | +2.9% | +2.2% | +0.7% | +2.0% |
| 1Y | +4.4% | -41.9% | +46.3% | +9.8% |
| 3Y | +22.2% | +106.8% | -84.5% | +4.7% |
| All | +47.6% | +230.0% | -182.3% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling