+3,163.7%
LLY vs SFM
+40.3%
+3,123.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.1% | -0.3% |
| 7D | -4.5% | -1.2% | -3.3% | -4.4% |
| 30D | +13.9% | -24.8% | +38.7% | +16.5% |
| 3M | +13.8% | -43.7% | +57.5% | +19.7% |
| 6M | +37.6% | -37.3% | +74.9% | +42.7% |
| YTD | +26.6% | -38.4% | +65.0% | +31.1% |
| 1Y | +45.3% | -36.9% | +82.3% | +50.1% |
| 3Y | +132.2% | +20.7% | +111.6% | +120.0% |
| 5Y | +434.7% | +103.5% | +331.2% | +367.1% |
| 10Y | +2,084.3% | +139.7% | +1,944.6% | +1,704.8% |
| All | +3,163.7% | +40.3% | +3,123.4% | +2,664.3% |
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