+24.8%
LOW vs SFM
+27.3%
-2.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +1.4% | +6.0% | -4.6% | +0.8% |
| 30D | +21.7% | -19.5% | +41.2% | +23.6% |
| 3M | +5.0% | -37.0% | +42.0% | +9.3% |
| 6M | +4.6% | -41.0% | +45.6% | +9.4% |
| YTD | -3.5% | -34.6% | +31.2% | -0.5% |
| 1Y | +0.5% | -36.3% | +36.8% | +3.9% |
| 3Y | +24.8% | +24.5% | +0.3% | +6.7% |
| All | +24.8% | +27.3% | -2.5% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling