+113.0%
FE vs SFM
+40.3%
+72.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.4% | -1.1% |
| 7D | -1.0% | -1.2% | +0.2% | -1.0% |
| 30D | +4.1% | -24.8% | +28.9% | +5.8% |
| 3M | -1.0% | -43.7% | +42.7% | +2.5% |
| 6M | +4.0% | -37.3% | +41.3% | +6.7% |
| YTD | +6.8% | -38.4% | +45.2% | +9.5% |
| 1Y | +5.3% | -36.9% | +42.2% | +7.7% |
| 3Y | +44.6% | +20.7% | +23.9% | +37.7% |
| 5Y | +44.2% | +103.5% | -59.3% | +30.3% |
| 10Y | +107.3% | +139.7% | -32.5% | +80.2% |
| All | +113.0% | +40.3% | +72.7% | +88.7% |
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