+57.3%
LLY vs SFM
-35.8%
+93.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | +0.4% |
| 7D | +10.1% | -12.3% | +22.3% | +10.5% |
| 30D | +24.0% | -16.2% | +40.3% | +25.4% |
| 3M | +27.3% | -36.8% | +64.1% | +33.7% |
| 6M | +47.0% | -32.6% | +79.5% | +51.9% |
| YTD | +32.6% | -31.7% | +64.3% | +29.9% |
| 1Y | +57.3% | -35.0% | +92.3% | +54.5% |
| All | +57.3% | -35.8% | +93.2% | +54.5% |
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