+9.9%
IR vs SFM
-34.4%
+44.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.4% |
| 7D | +4.3% | -0.4% | +4.7% | +4.2% |
| 30D | +8.1% | -19.2% | +27.3% | +6.3% |
| 3M | +0.7% | -40.3% | +41.0% | -1.9% |
| 6M | +16.6% | -40.9% | +57.5% | +13.6% |
| YTD | +7.8% | -35.5% | +43.3% | +5.6% |
| 1Y | +9.9% | -37.4% | +47.3% | +7.8% |
| All | +9.9% | -34.4% | +44.4% | +7.8% |
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