+12.6%
IR vs SFM
-37.1%
+49.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.7% | +4.8% |
| 7D | +5.0% | -10.2% | +15.2% | +4.2% |
| 30D | +10.3% | -23.9% | +34.2% | +8.1% |
| 3M | -0.1% | -42.3% | +42.2% | -2.8% |
| 6M | +14.8% | -40.1% | +54.9% | +11.9% |
| YTD | +9.7% | -37.8% | +47.5% | +7.3% |
| All | +12.6% | -37.1% | +49.7% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling