+54.3%
JD vs SFM
+198.4%
-144.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.7% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -13.2% | -4.4% | -8.8% | -12.9% |
| 3M | -3.2% | +1.5% | -4.7% | -3.4% |
| 6M | +15.2% | +6.5% | +8.8% | +14.5% |
| YTD | +2.0% | +2.2% | -0.2% | +1.5% |
| 1Y | -5.4% | -41.9% | +36.5% | -3.1% |
| 3Y | -9.1% | +106.8% | -115.9% | -14.6% |
| 5Y | -59.6% | +231.6% | -291.2% | -63.6% |
| 10Y | +26.2% | +258.4% | -232.2% | +8.5% |
| All | +54.3% | +198.4% | -144.1% | +36.3% |
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 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