+114.6%
FE vs SFM
+132.6%
-18.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.4% | -0.8% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | -1.2% | -4.4% | +3.2% | -0.9% |
| 3M | +3.5% | +1.5% | +2.0% | +3.2% |
| 6M | -6.1% | +6.5% | -12.5% | -6.8% |
| YTD | +7.6% | +2.2% | +5.4% | +7.0% |
| 1Y | +11.9% | -41.9% | +53.8% | +15.7% |
| 3Y | +48.4% | +106.8% | -58.3% | +36.7% |
| 5Y | +44.8% | +231.6% | -186.8% | +27.0% |
| 10Y | +115.9% | +258.4% | -142.5% | +82.2% |
| All | +114.6% | +132.6% | -18.0% | +84.4% |
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