+27.4%
M vs SFM
+230.0%
-202.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +2.1% |
| 7D | +4.7% | -0.1% | +4.8% | +4.7% |
| 30D | -9.6% | -4.4% | -5.3% | -9.0% |
| 3M | +0.9% | +1.5% | -0.7% | +0.1% |
| 6M | +22.3% | +6.5% | +15.8% | +19.4% |
| YTD | +6.5% | +2.2% | +4.4% | +4.5% |
| 1Y | +38.8% | -41.9% | +80.7% | +53.0% |
| 3Y | +115.9% | +106.8% | +9.1% | +61.2% |
| All | +27.4% | +230.0% | -202.6% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling