+921.3%
IDXX vs SFM
+106.3%
+815.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.4% | -1.6% |
| 7D | -4.3% | -8.8% | +4.5% | -3.5% |
| 30D | -13.7% | -14.5% | +0.8% | -12.4% |
| 3M | -9.1% | -16.8% | +7.8% | -7.6% |
| 6M | -15.4% | -5.3% | -10.1% | -15.4% |
| YTD | -25.1% | -9.4% | -15.8% | -24.9% |
| 1Y | -20.6% | -46.2% | +25.6% | -16.7% |
| 3Y | +8.7% | +81.3% | -72.5% | +1.0% |
| 5Y | -25.7% | +211.9% | -237.6% | -34.2% |
| 10Y | +360.6% | +268.4% | +92.2% | +299.0% |
| All | +921.3% | +106.3% | +815.0% | +829.6% |
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