-21.0%
M vs SFM
+40.3%
-61.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.8% | +0.3% | -3.6% |
| 7D | -4.3% | -1.2% | -3.1% | -4.1% |
| 30D | +1.3% | -24.8% | +26.0% | +6.2% |
| 3M | -7.4% | -43.7% | +36.3% | +3.0% |
| 6M | +18.3% | -37.3% | +55.6% | +27.7% |
| YTD | +7.6% | -38.4% | +45.9% | +15.5% |
| 1Y | +17.4% | -36.9% | +54.3% | +25.4% |
| 3Y | +108.4% | +20.7% | +87.7% | +81.6% |
| 5Y | -10.6% | +103.5% | -114.1% | -33.1% |
| 10Y | -3.2% | +139.7% | -142.9% | -32.4% |
| All | -21.0% | +40.3% | -61.3% | -40.1% |
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