+118.2%
IBM vs SFM
+40.3%
+77.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +4.0% | -0.4% |
| 7D | -5.0% | -1.2% | -3.8% | -4.9% |
| 30D | +11.1% | -24.8% | +35.9% | +13.7% |
| 3M | +5.7% | -43.7% | +49.4% | +11.2% |
| 6M | +10.1% | -37.3% | +47.4% | +14.1% |
| YTD | -15.6% | -38.4% | +22.8% | -12.6% |
| 1Y | -19.5% | -36.9% | +17.4% | -17.0% |
| 3Y | +80.4% | +20.7% | +59.7% | +70.0% |
| 5Y | +140.0% | +103.5% | +36.5% | +108.9% |
| 10Y | +155.0% | +139.7% | +15.2% | +110.7% |
| All | +118.2% | +40.3% | +77.9% | +84.0% |
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 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