+64.5%
F vs SFM
+132.6%
-68.0%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.1% |
| 7D | +5.3% | -0.1% | +5.4% | +5.3% |
| 30D | +4.6% | -4.4% | +9.0% | +5.0% |
| 3M | -3.7% | +1.5% | -5.2% | -4.3% |
| 6M | +16.8% | +6.5% | +10.3% | +14.8% |
| YTD | +15.3% | +2.2% | +13.1% | +13.7% |
| 1Y | +31.0% | -41.9% | +72.9% | +38.9% |
| 3Y | +45.4% | +106.8% | -61.3% | +26.0% |
| 5Y | +54.7% | +231.6% | -176.9% | +23.0% |
| 10Y | +98.2% | +258.4% | -160.2% | +49.5% |
| All | +64.5% | +132.6% | -68.0% | +36.2% |
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