+46.1%
FE vs SFM
+112.8%
-66.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | -0.3% | -0.4% | +0.1% | -0.3% |
| 30D | +3.9% | -19.2% | +23.1% | +4.9% |
| 3M | -0.1% | -40.3% | +40.2% | +2.7% |
| 6M | +6.1% | -40.9% | +46.9% | +9.0% |
| YTD | +8.1% | -35.5% | +43.6% | +10.2% |
| 1Y | +4.4% | -37.4% | +41.9% | +6.7% |
| 3Y | +49.0% | +25.5% | +23.5% | +36.5% |
| 5Y | +46.1% | +113.0% | -66.9% | +19.0% |
| All | +46.1% | +112.8% | -66.6% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling