+82.2%
IBM vs SFM
+27.3%
+54.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | +1.6% | +6.0% | -4.5% | +1.3% |
| 30D | +9.2% | -19.5% | +28.7% | +10.3% |
| 3M | +4.9% | -37.0% | +42.0% | +7.6% |
| 6M | +16.8% | -41.0% | +57.8% | +19.9% |
| YTD | -14.3% | -34.6% | +20.4% | -12.9% |
| 1Y | -16.7% | -36.3% | +19.5% | -15.2% |
| 3Y | +82.2% | +24.5% | +57.7% | +68.0% |
| All | +82.2% | +27.3% | +54.9% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling