-3.4%
M vs SFM
+116.0%
-119.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | +7.0% | +6.0% | +1.0% | +6.0% |
| 30D | +8.9% | -19.5% | +28.4% | +11.9% |
| 3M | +4.5% | -37.0% | +41.5% | +11.9% |
| 6M | +36.2% | -41.0% | +77.2% | +46.8% |
| YTD | +15.1% | -34.6% | +49.8% | +20.9% |
| 1Y | +27.4% | -36.3% | +63.7% | +34.5% |
| 3Y | +160.1% | +24.5% | +135.6% | +115.5% |
| All | -3.4% | +116.0% | -119.4% | -30.3% |
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 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