+474.1%
LOW vs SFM
+132.6%
+341.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +0.9% |
| 7D | -1.7% | -0.1% | -1.7% | -1.7% |
| 30D | -7.0% | -4.4% | -2.7% | -6.6% |
| 3M | -0.9% | +1.5% | -2.4% | -1.5% |
| 6M | -20.1% | +6.5% | -26.6% | -21.5% |
| YTD | -13.9% | +2.2% | -16.1% | -15.0% |
| 1Y | -21.1% | -41.9% | +20.8% | -15.9% |
| 3Y | -6.6% | +106.8% | -113.4% | -19.7% |
| 5Y | +9.4% | +231.6% | -222.2% | -14.0% |
| 10Y | +220.5% | +258.4% | -37.9% | +141.0% |
| All | +474.1% | +132.6% | +341.5% | +373.2% |
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