+49.0%
FE vs SFM
+19.7%
+29.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.3% |
| 7D | -0.5% | -6.9% | +6.4% | -0.4% |
| 30D | +4.3% | -25.0% | +29.3% | +4.9% |
| 3M | +0.4% | -42.7% | +43.1% | +1.6% |
| 6M | +6.9% | -41.0% | +47.9% | +8.2% |
| YTD | +8.0% | -38.7% | +46.7% | +9.2% |
| 1Y | +4.8% | -38.1% | +43.0% | +5.9% |
| 3Y | +49.0% | +19.3% | +29.6% | +42.9% |
| All | +49.0% | +19.7% | +29.2% | +42.9% |
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