+18.7%
MA vs SFM
-38.0%
+56.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.4% | -0.5% |
| 7D | +2.3% | -1.2% | +3.5% | +2.4% |
| 30D | +14.7% | -24.8% | +39.4% | +14.3% |
| 3M | +13.5% | -43.7% | +57.2% | +13.3% |
| 6M | +33.1% | -37.3% | +70.4% | +33.9% |
| YTD | +15.1% | -38.4% | +53.4% | +18.6% |
| 1Y | +18.7% | -36.9% | +55.6% | +21.6% |
| All | +18.7% | -38.0% | +56.7% | +21.6% |
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