-16.9%
INFQ vs SFM
+3.8%
-20.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.0% | -2.6% |
| 7D | +2.4% | -8.8% | +11.1% | -0.1% |
| 30D | +9.6% | -14.5% | +24.1% | +5.2% |
| 3M | -4.6% | -16.8% | +12.3% | -12.1% |
| 6M | +6.7% | -5.3% | +12.0% | +6.3% |
| All | -16.9% | +3.8% | -20.7% | -8.3% |
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