+238.8%
GE vs SFM
+40.3%
+198.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.8% | +7.5% | +3.3% |
| 7D | +7.1% | -1.2% | +8.3% | +7.2% |
| 30D | +6.5% | -24.8% | +31.2% | +9.7% |
| 3M | -13.6% | -43.7% | +30.1% | -7.5% |
| 6M | +6.0% | -37.3% | +43.2% | +11.2% |
| YTD | +5.4% | -38.4% | +43.8% | +10.2% |
| 1Y | +6.5% | -36.9% | +43.4% | +10.8% |
| 3Y | +268.6% | +20.7% | +247.9% | +246.1% |
| 5Y | +389.0% | +103.5% | +285.6% | +316.4% |
| 10Y | +163.3% | +139.7% | +23.6% | +112.0% |
| All | +238.8% | +40.3% | +198.5% | +191.8% |
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