-25.9%
FPS vs SFM
-30.3%
+4.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.4% | -3.5% | -5.3% |
| 7D | -20.9% | -6.9% | -14.0% | -22.2% |
| 30D | -46.3% | -25.0% | -21.4% | -49.2% |
| 3M | -42.9% | -42.7% | -0.1% | -49.2% |
| 6M | -46.8% | -41.0% | -5.8% | -52.2% |
| All | -25.9% | -30.3% | +4.4% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling