+2,670.4%
LLY vs SFM
+132.6%
+2,537.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.2% |
| 7D | -2.1% | -0.1% | -2.1% | -2.2% |
| 30D | -1.6% | -4.4% | +2.8% | -1.2% |
| 3M | +2.3% | +1.5% | +0.8% | +1.8% |
| 6M | +14.9% | +6.5% | +8.4% | +13.5% |
| YTD | +7.5% | +2.2% | +5.3% | +6.5% |
| 1Y | +55.7% | -41.9% | +97.6% | +62.5% |
| 3Y | +110.6% | +106.8% | +3.8% | +90.0% |
| 5Y | +363.4% | +231.6% | +131.9% | +287.8% |
| 10Y | +1,649.0% | +258.4% | +1,390.5% | +1,291.6% |
| All | +2,670.4% | +132.6% | +2,537.9% | +2,144.7% |
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