+430.6%
ITW vs SFM
+48.8%
+381.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | +0.1% |
| 7D | +2.3% | +6.0% | -3.7% | +1.6% |
| 30D | +6.7% | -19.5% | +26.2% | +9.0% |
| 3M | -0.5% | -37.0% | +36.5% | +4.8% |
| 6M | +16.4% | -41.0% | +57.4% | +23.2% |
| YTD | +19.0% | -34.6% | +53.6% | +23.4% |
| 1Y | +20.2% | -36.3% | +56.5% | +25.1% |
| 3Y | +33.1% | +24.5% | +8.5% | +20.3% |
| 5Y | +35.7% | +115.9% | -80.2% | +9.5% |
| 10Y | +194.0% | +139.5% | +54.5% | +123.0% |
| All | +430.6% | +48.8% | +381.8% | +323.7% |
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