+136.0%
GOOG vs SFM
+213.6%
-77.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.8% | +1.5% |
| 7D | 0.0% | -10.6% | +10.7% | +1.1% |
| 30D | -2.0% | -15.5% | +13.5% | -0.5% |
| 3M | -5.9% | -17.4% | +11.6% | -4.4% |
| 6M | +8.9% | -3.4% | +12.3% | +8.6% |
| YTD | +7.1% | -8.7% | +15.8% | +7.3% |
| 1Y | +39.7% | -47.2% | +86.8% | +47.8% |
| 3Y | +145.8% | +82.7% | +63.1% | +119.8% |
| All | +136.0% | +213.6% | -77.6% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling