+109.2%
IBM vs SFM
+132.6%
-23.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.2% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +0.3% | -4.4% | +4.6% | +0.6% |
| 3M | -21.6% | +1.5% | -23.1% | -21.9% |
| 6M | -4.7% | +6.5% | -11.2% | -6.0% |
| YTD | -19.1% | +2.2% | -21.3% | -19.9% |
| 1Y | -2.5% | -41.9% | +39.4% | +2.3% |
| 3Y | +74.2% | +106.8% | -32.6% | +56.2% |
| 5Y | +113.1% | +231.6% | -118.4% | +77.6% |
| 10Y | +133.5% | +258.4% | -124.9% | +85.5% |
| All | +109.2% | +132.6% | -23.4% | +68.7% |
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