+6.0%
LOW vs SFM
+212.1%
-206.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -2.6% | -8.8% | +6.1% | -1.4% |
| 30D | -11.1% | -14.5% | +3.3% | -9.3% |
| 3M | -8.5% | -16.8% | +8.3% | -6.4% |
| 6M | -20.8% | -5.3% | -15.5% | -20.9% |
| YTD | -17.2% | -9.4% | -7.8% | -16.9% |
| 1Y | -24.7% | -46.2% | +21.4% | -18.3% |
| 3Y | -9.7% | +81.3% | -91.0% | -24.3% |
| 5Y | +6.0% | +211.9% | -205.9% | -19.1% |
| All | +6.0% | +212.1% | -206.2% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling