+325.3%
IR vs SFM
+104.6%
+220.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.8% | +6.2% | +1.9% |
| 7D | +3.7% | -1.2% | +4.9% | +3.7% |
| 30D | +7.4% | -24.8% | +32.2% | +10.0% |
| 3M | -5.9% | -43.7% | +37.8% | -0.5% |
| 6M | +5.6% | -37.3% | +42.8% | +9.7% |
| YTD | +4.8% | -38.4% | +43.2% | +8.6% |
| 1Y | +6.9% | -36.9% | +43.9% | +10.3% |
| 3Y | +27.6% | +20.7% | +6.9% | +17.4% |
| 5Y | +45.8% | +103.5% | -57.7% | +22.2% |
| All | +325.3% | +104.6% | +220.7% | +250.3% |
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