+78.9%
INFY vs SFM
+271.4%
-192.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | -5.4% | -10.6% | +5.2% | -4.4% |
| 30D | -9.9% | -15.5% | +5.6% | -8.6% |
| 3M | -4.6% | -17.4% | +12.9% | -3.1% |
| 6M | -18.5% | -3.4% | -15.0% | -18.7% |
| YTD | -36.5% | -8.7% | -27.9% | -36.4% |
| 1Y | -32.8% | -47.2% | +14.4% | -29.3% |
| 3Y | -32.2% | +82.7% | -114.9% | -37.2% |
| 5Y | -44.7% | +214.3% | -259.0% | -52.0% |
| All | +78.9% | +271.4% | -192.5% | +47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling