+42.2%
LUV vs SFM
+82.1%
-39.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | -1.0% | -10.6% | +9.7% | +0.4% |
| 30D | -12.4% | -15.5% | +3.1% | -10.6% |
| 3M | -11.0% | -17.4% | +6.4% | -9.1% |
| 6M | -5.0% | -3.4% | -1.5% | -5.6% |
| YTD | -3.8% | -8.7% | +4.9% | -3.7% |
| 1Y | +25.9% | -47.2% | +73.1% | +39.4% |
| 3Y | +42.2% | +82.7% | -40.5% | +21.0% |
| All | +42.2% | +82.1% | -39.8% | +21.0% |
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