+200.3%
IT vs SFM
+132.6%
+67.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.9% | -7.5% | -4.9% |
| 7D | -6.0% | -0.1% | -6.0% | -6.0% |
| 30D | 0.0% | -4.4% | +4.4% | +0.4% |
| 3M | +13.1% | +1.5% | +11.5% | +12.5% |
| 6M | +11.7% | +6.5% | +5.2% | +10.2% |
| YTD | -26.1% | +2.2% | -28.3% | -26.9% |
| 1Y | -21.3% | -41.9% | +20.6% | -17.5% |
| 3Y | -46.7% | +106.8% | -153.5% | -51.0% |
| 5Y | -40.5% | +231.6% | -272.1% | -47.9% |
| 10Y | +103.9% | +258.4% | -154.5% | +73.7% |
| All | +200.3% | +132.6% | +67.7% | +171.2% |
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