+1,049.0%
FIX vs SFM
+100.9%
+948.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.5% |
| 7D | -13.9% | -6.9% | -7.0% | -13.1% |
| 30D | -35.5% | -25.0% | -10.6% | -33.3% |
| 3M | -33.9% | -42.7% | +8.8% | -28.6% |
| 6M | -43.3% | -41.0% | -2.3% | -39.5% |
| YTD | +18.7% | -38.7% | +57.3% | +24.4% |
| 1Y | +13.8% | -38.1% | +51.9% | +18.8% |
| 3Y | +495.0% | +19.3% | +475.6% | +453.9% |
| 5Y | +1,049.0% | +103.1% | +945.9% | +856.6% |
| All | +1,049.0% | +100.9% | +948.1% | +856.6% |
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