+46.0%
F vs SFM
+27.3%
+18.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | 0.0% |
| 7D | -3.1% | +6.0% | -9.1% | -3.4% |
| 30D | 0.0% | -19.5% | +19.5% | +0.8% |
| 3M | -13.2% | -37.0% | +23.8% | -11.3% |
| 6M | -10.2% | -41.0% | +30.8% | -8.0% |
| YTD | -4.9% | -34.6% | +29.7% | -3.5% |
| 1Y | -6.1% | -36.3% | +30.2% | -4.5% |
| 3Y | +46.0% | +24.5% | +21.4% | +33.9% |
| All | +46.0% | +27.3% | +18.6% | +33.9% |
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