+392.6%
ITW vs SFM
+117.5%
+275.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.3% |
| 7D | -0.4% | -5.8% | +5.4% | +0.3% |
| 30D | -9.4% | -11.4% | +1.9% | -8.1% |
| 3M | +7.1% | -12.2% | +19.3% | +8.5% |
| 6M | -1.9% | -5.2% | +3.3% | -2.1% |
| YTD | +10.4% | -4.5% | +14.9% | +9.8% |
| 1Y | +3.3% | -45.4% | +48.7% | +10.8% |
| 3Y | +21.0% | +91.1% | -70.1% | +3.9% |
| 5Y | +36.3% | +226.8% | -190.5% | +4.8% |
| 10Y | +185.8% | +291.9% | -106.1% | +104.7% |
| All | +392.6% | +117.5% | +275.2% | +277.2% |
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