-22.8%
LYB vs SFM
+82.1%
-104.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | +0.3% | -10.6% | +10.9% | +1.2% |
| 30D | +2.5% | -15.5% | +17.9% | +3.9% |
| 3M | +1.4% | -17.4% | +18.8% | +3.0% |
| 6M | -3.5% | -3.4% | -0.1% | -4.1% |
| YTD | +52.0% | -8.7% | +60.7% | +51.8% |
| 1Y | +22.1% | -47.2% | +69.2% | +28.0% |
| 3Y | -22.8% | +82.7% | -105.5% | -36.4% |
| All | -22.8% | +82.1% | -104.8% | -36.4% |
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 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