+13.3%
IWM vs SFM
-37.7%
+51.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +0.9% |
| 7D | -2.0% | -1.2% | -0.8% | -1.9% |
| 30D | -1.5% | -24.8% | +23.3% | -1.8% |
| 3M | -8.0% | -43.7% | +35.7% | -8.9% |
| 6M | -4.1% | -37.3% | +33.2% | -4.6% |
| YTD | +11.9% | -38.4% | +50.3% | +11.5% |
| All | +13.3% | -37.7% | +51.0% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling