-2.3%
F vs SFM
-38.0%
+35.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.8% |
| 7D | +1.0% | -6.9% | +7.9% | +0.7% |
| 30D | +2.1% | -25.0% | +27.1% | +0.9% |
| 3M | -10.3% | -42.7% | +32.5% | -12.3% |
| 6M | +3.3% | -41.0% | +44.3% | +1.1% |
| YTD | -2.0% | -38.7% | +36.7% | -3.1% |
| 1Y | -2.3% | -38.1% | +35.8% | -4.1% |
| All | -2.3% | -38.0% | +35.7% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling