-45.6%
INFQ vs SFM
-25.2%
-20.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -2.5% |
| 7D | -4.6% | +6.0% | -10.7% | -3.2% |
| 30D | -6.9% | -19.5% | +12.5% | -9.9% |
| 3M | -30.4% | -37.0% | +6.6% | -36.9% |
| 6M | -36.2% | -41.0% | +4.8% | -44.0% |
| All | -45.6% | -25.2% | -20.5% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling