+4.7%
FE vs SFM
-37.7%
+42.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | -0.4% |
| 7D | 0.0% | -1.2% | +1.2% | 0.0% |
| 30D | +5.2% | -24.8% | +30.0% | +5.2% |
| 3M | 0.0% | -43.7% | +43.7% | -0.1% |
| 6M | +5.0% | -37.3% | +42.3% | +5.6% |
| YTD | +7.9% | -38.4% | +46.3% | +8.9% |
| All | +4.7% | -37.7% | +42.4% | +5.8% |
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