+40.0%
F vs SFM
+40.3%
-0.3%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | -0.1% |
| 7D | +1.6% | -1.2% | +2.8% | +1.6% |
| 30D | +2.6% | -24.8% | +27.4% | +5.5% |
| 3M | -8.8% | -43.7% | +34.9% | -2.9% |
| 6M | +4.6% | -37.3% | +41.9% | +9.4% |
| YTD | -1.9% | -38.4% | +36.5% | +2.2% |
| 1Y | -0.8% | -36.9% | +36.2% | +2.9% |
| 3Y | +43.5% | +20.7% | +22.8% | +32.0% |
| 5Y | -12.1% | +103.5% | -115.5% | -26.2% |
| 10Y | +83.6% | +139.7% | -56.1% | +44.5% |
| All | +40.0% | +40.3% | -0.3% | +22.4% |
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