+25.6%
M vs SFM
-37.1%
+62.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.0% | +7.1% | +8.0% |
| 7D | +2.5% | -10.2% | +12.8% | +3.2% |
| 30D | +10.1% | -23.9% | +33.9% | +11.5% |
| 3M | -0.9% | -42.3% | +41.3% | +1.9% |
| 6M | +30.2% | -40.1% | +70.3% | +33.5% |
| YTD | +16.3% | -37.8% | +54.1% | +21.4% |
| All | +25.6% | -37.1% | +62.7% | +29.4% |
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 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