+543.5%
LOW vs SFM
+48.8%
+494.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | +1.4% | +6.0% | -4.6% | +0.6% |
| 30D | +21.7% | -19.5% | +41.2% | +24.6% |
| 3M | +5.0% | -37.0% | +42.0% | +11.1% |
| 6M | +4.6% | -41.0% | +45.6% | +11.4% |
| YTD | -3.5% | -34.6% | +31.2% | +0.7% |
| 1Y | +0.5% | -36.3% | +36.8% | +5.2% |
| 3Y | +24.8% | +24.5% | +0.3% | +14.6% |
| 5Y | +6.5% | +115.9% | -109.4% | -11.7% |
| 10Y | +294.6% | +139.5% | +155.0% | +212.7% |
| All | +543.5% | +48.8% | +494.7% | +460.5% |
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 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