+216.5%
LUV vs SFM
+108.9%
+107.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +4.0% | +0.5% |
| 7D | +0.7% | -7.2% | +7.8% | +1.5% |
| 30D | -13.4% | -14.3% | +0.9% | -11.9% |
| 3M | -9.6% | -13.7% | +4.1% | -8.3% |
| 6M | -8.9% | -6.0% | -2.9% | -8.9% |
| YTD | -5.2% | -8.2% | +3.1% | -5.1% |
| 1Y | +27.0% | -46.2% | +73.3% | +35.2% |
| 3Y | +39.6% | +83.6% | -43.9% | +27.7% |
| 5Y | -14.4% | +212.7% | -227.1% | -27.7% |
| 10Y | +17.3% | +273.0% | -255.7% | -6.9% |
| All | +216.5% | +108.9% | +107.6% | +170.4% |
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