+43.9%
GEV vs SFM
-46.9%
+90.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.6% | -2.9% |
| 7D | -1.9% | -8.8% | +6.9% | -2.6% |
| 30D | -8.7% | -14.5% | +5.8% | -9.7% |
| 3M | +6.6% | -16.8% | +23.4% | +5.2% |
| 6M | +10.2% | -5.3% | +15.6% | +9.9% |
| YTD | +41.6% | -9.4% | +51.0% | +41.2% |
| 1Y | +43.9% | -46.2% | +90.0% | +46.3% |
| All | +43.9% | -46.9% | +90.8% | +46.3% |
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 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