+252.8%
GE vs SFM
+132.6%
+120.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +0.7% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -11.6% | -4.4% | -7.2% | -11.1% |
| 3M | +3.0% | +1.5% | +1.5% | +2.4% |
| 6M | -0.5% | +6.5% | -7.0% | -2.4% |
| YTD | +9.7% | +2.2% | +7.6% | +8.1% |
| 1Y | +20.0% | -41.9% | +61.9% | +28.1% |
| 3Y | +275.8% | +106.8% | +169.1% | +230.9% |
| 5Y | +429.1% | +231.6% | +197.5% | +325.2% |
| 10Y | +151.2% | +258.4% | -107.3% | +92.4% |
| All | +252.8% | +132.6% | +120.2% | +186.3% |
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