-45.4%
INFY vs SFM
+211.2%
-256.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | -0.1% |
| 7D | -9.8% | -8.8% | -1.0% | -9.0% |
| 30D | -13.4% | -14.5% | +1.0% | -12.3% |
| 3M | -7.2% | -16.8% | +9.6% | -5.9% |
| 6M | -20.6% | -5.3% | -15.3% | -20.7% |
| YTD | -37.5% | -9.4% | -28.1% | -37.3% |
| 1Y | -33.4% | -46.2% | +12.8% | -29.9% |
| 3Y | -32.4% | +81.3% | -113.7% | -37.2% |
| All | -45.4% | +211.2% | -256.6% | -49.9% |
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