-43.7%
IT vs SFM
+102.7%
-146.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -18.8% | -10.2% | -8.6% | -17.3% |
| 30D | -0.1% | -23.9% | +23.8% | +3.7% |
| 3M | +2.9% | -42.3% | +45.2% | +11.4% |
| 6M | +20.4% | -40.1% | +60.5% | +28.8% |
| YTD | -24.3% | -37.8% | +13.5% | -19.9% |
| 1Y | -17.2% | -37.1% | +19.9% | -12.6% |
| 3Y | -52.4% | +21.5% | -74.0% | -55.5% |
| 5Y | -43.7% | +103.8% | -147.5% | -50.1% |
| All | -43.7% | +102.7% | -146.4% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling