+43.8%
EXC vs SFM
+105.4%
-61.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.9% | -1.6% |
| 7D | -1.2% | -1.2% | 0.0% | -1.1% |
| 30D | +10.0% | -24.8% | +34.7% | +12.2% |
| 3M | +1.6% | -43.7% | +45.3% | +6.3% |
| 6M | +3.3% | -37.3% | +40.5% | +6.7% |
| YTD | +7.6% | -38.4% | +45.9% | +10.9% |
| 1Y | +3.5% | -36.9% | +40.4% | +6.4% |
| 3Y | +27.7% | +20.7% | +7.0% | +14.1% |
| All | +43.8% | +105.4% | -61.5% | +14.5% |
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 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