-21.8%
M vs SFM
+132.6%
-154.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +2.0% |
| 7D | +4.7% | -0.1% | +4.8% | +4.7% |
| 30D | -9.6% | -4.4% | -5.3% | -8.9% |
| 3M | +0.9% | +1.5% | -0.7% | 0.0% |
| 6M | +22.3% | +6.5% | +15.8% | +19.1% |
| YTD | +6.5% | +2.2% | +4.4% | +4.2% |
| 1Y | +38.8% | -41.9% | +80.7% | +52.2% |
| 3Y | +115.9% | +106.8% | +9.1% | +70.1% |
| 5Y | +28.6% | +231.6% | -202.9% | -12.0% |
| 10Y | -2.5% | +258.4% | -261.0% | -37.4% |
| All | -21.8% | +132.6% | -154.4% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling