+220.1%
EXC vs SFM
+132.6%
+87.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.8% |
| YTD | +2.9% | +2.2% | +0.7% | +1.9% |
| 1Y | +4.4% | -41.9% | +46.3% | +9.2% |
| 3Y | +22.2% | +106.8% | -84.5% | +9.0% |
| 5Y | +46.7% | +231.6% | -184.9% | +22.3% |
| 10Y | +155.3% | +258.4% | -103.1% | +104.2% |
| All | +220.1% | +132.6% | +87.5% | +162.6% |
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