+11.9%
IR vs SFM
+108.0%
-96.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +1.1% |
| 7D | -2.8% | -0.1% | -2.8% | -2.8% |
| 30D | -15.1% | -4.4% | -10.8% | -14.9% |
| 3M | +6.1% | +1.5% | +4.5% | +5.7% |
| 6M | -16.8% | +6.5% | -23.3% | -17.8% |
| YTD | -3.5% | +2.2% | -5.7% | -4.3% |
| 1Y | -3.5% | -41.9% | +38.4% | +2.7% |
| All | +11.9% | +108.0% | -96.1% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling