-51.3%
IT vs SFM
+96.9%
-148.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -6.5% | -0.9% | -6.4% |
| 7D | -9.1% | -5.8% | -3.3% | -8.3% |
| 30D | -7.0% | -11.4% | +4.3% | -5.4% |
| 3M | +7.6% | -12.2% | +19.8% | +9.2% |
| 6M | +2.1% | -5.2% | +7.3% | +1.8% |
| YTD | -31.6% | -4.5% | -27.1% | -32.0% |
| 1Y | -29.9% | -45.4% | +15.5% | -22.3% |
| 3Y | -51.3% | +91.1% | -142.4% | -57.4% |
| All | -51.3% | +96.9% | -148.1% | -57.4% |
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