+37.6%
ITW vs SFM
+213.6%
-176.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -0.7% | -10.6% | +9.9% | +0.3% |
| 30D | -8.3% | -15.5% | +7.1% | -7.0% |
| 3M | +6.0% | -17.4% | +23.5% | +7.7% |
| 6M | 0.0% | -3.4% | +3.4% | -0.4% |
| YTD | +10.2% | -8.7% | +18.9% | +10.3% |
| 1Y | +3.2% | -47.2% | +50.4% | +10.2% |
| 3Y | +21.0% | +82.7% | -61.7% | +4.2% |
| All | +37.6% | +213.6% | -176.1% | +9.1% |
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