+50.6%
LYB vs SFM
-35.8%
+86.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.6% | -8.4% | -5.0% |
| 7D | -6.2% | -12.3% | +6.0% | -5.4% |
| 30D | +6.3% | -16.2% | +22.5% | +7.5% |
| 3M | +4.1% | -36.8% | +40.9% | +6.8% |
| 6M | -15.5% | -32.6% | +17.1% | -14.2% |
| YTD | +50.2% | -31.7% | +82.0% | +52.2% |
| 1Y | +50.6% | -35.0% | +85.6% | +53.3% |
| All | +50.6% | -35.8% | +86.4% | +53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling