+1,079.9%
MAR vs SFM
+44.5%
+1,035.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.2% | -0.1% |
| 7D | +1.0% | -7.1% | +8.1% | +1.7% |
| 30D | +16.2% | -21.4% | +37.6% | +18.4% |
| 3M | +23.1% | -40.1% | +63.1% | +28.5% |
| 6M | +22.0% | -38.0% | +60.0% | +26.6% |
| YTD | +39.2% | -36.5% | +75.7% | +43.6% |
| 1Y | +48.3% | -35.2% | +83.5% | +52.6% |
| 3Y | +123.4% | +23.5% | +99.9% | +114.1% |
| 5Y | +185.4% | +109.7% | +75.7% | +156.9% |
| 10Y | +539.2% | +132.6% | +406.6% | +458.3% |
| All | +1,079.9% | +44.5% | +1,035.5% | +1,002.3% |
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 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