-16.4%
IDXX vs SFM
-41.4%
+25.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.9% |
| 7D | -3.5% | -0.1% | -3.5% | -3.5% |
| 30D | -8.4% | -4.4% | -4.1% | -8.2% |
| 3M | -5.2% | +1.5% | -6.7% | -5.5% |
| 6M | -17.5% | +6.5% | -23.9% | -18.3% |
| YTD | -20.9% | +2.2% | -23.0% | -21.1% |
| 1Y | -16.4% | -41.9% | +25.5% | -8.4% |
| All | -16.4% | -41.4% | +25.0% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling