+291.3%
IR vs SFM
+239.2%
+52.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +0.9% |
| 7D | -2.8% | -0.1% | -2.8% | -2.8% |
| 30D | -15.1% | -4.4% | -10.8% | -14.7% |
| 3M | +6.1% | +1.5% | +4.5% | +5.5% |
| 6M | -16.8% | +6.5% | -23.3% | -18.2% |
| YTD | -3.5% | +2.2% | -5.7% | -4.8% |
| 1Y | -3.5% | -41.9% | +38.4% | +2.4% |
| 3Y | +9.5% | +106.8% | -97.3% | -4.5% |
| 5Y | +45.1% | +231.6% | -186.5% | +16.1% |
| All | +291.3% | +239.2% | +52.1% | +207.1% |
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 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