+115.4%
FE vs SFM
+46.8%
+68.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.0% |
| 3M | -0.1% | -40.3% | +40.2% | +3.0% |
| 6M | +6.1% | -40.9% | +46.9% | +9.3% |
| YTD | +8.1% | -35.5% | +43.6% | +10.4% |
| 1Y | +4.4% | -37.4% | +41.9% | +6.9% |
| 3Y | +49.0% | +25.5% | +23.5% | +41.6% |
| 5Y | +46.1% | +113.0% | -66.9% | +31.7% |
| 10Y | +122.6% | +136.3% | -13.8% | +93.0% |
| All | +115.4% | +46.8% | +68.6% | +90.3% |
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