-61.3%
JD vs SFM
+230.0%
-291.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.8% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -13.2% | -4.4% | -8.8% | -13.1% |
| 3M | -3.2% | +1.5% | -4.7% | -3.3% |
| 6M | +15.2% | +6.5% | +8.8% | +15.0% |
| YTD | +2.0% | +2.2% | -0.2% | +1.9% |
| 1Y | -5.4% | -41.9% | +36.5% | -5.1% |
| 3Y | -9.1% | +106.8% | -115.9% | -9.6% |
| All | -61.3% | +230.0% | -291.2% | -59.3% |
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