+514.9%
GEV vs SFM
-19.0%
+533.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.0% |
| 7D | +3.7% | +6.0% | -2.3% | +3.1% |
| 30D | -14.7% | -19.5% | +4.8% | -13.0% |
| 3M | -23.4% | -37.0% | +13.6% | -18.9% |
| 6M | -24.3% | -41.0% | +16.7% | -19.3% |
| YTD | +23.2% | -34.6% | +57.8% | +27.0% |
| 1Y | +44.2% | -36.3% | +80.5% | +49.4% |
| All | +514.9% | -19.0% | +533.9% | +554.6% |
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 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