+151.4%
INFY vs SFM
+117.5%
+34.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.5% | +1.6% | -4.3% |
| 7D | -7.2% | -5.8% | -1.4% | -6.7% |
| 30D | -11.2% | -11.4% | +0.2% | -10.2% |
| 3M | -7.4% | -12.2% | +4.8% | -6.5% |
| 6M | -21.3% | -5.2% | -16.1% | -21.3% |
| YTD | -36.2% | -4.5% | -31.7% | -36.4% |
| 1Y | -31.3% | -45.4% | +14.1% | -27.8% |
| 3Y | -31.1% | +91.1% | -122.2% | -36.8% |
| 5Y | -44.9% | +226.8% | -271.7% | -52.9% |
| 10Y | +83.1% | +291.9% | -208.8% | +47.9% |
| All | +151.4% | +117.5% | +34.0% | +118.0% |
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