-18.9%
MELI vs SFM
-46.0%
+27.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.4% |
| 7D | -4.1% | -10.6% | +6.5% | -4.4% |
| 30D | +3.8% | -15.5% | +19.2% | +3.2% |
| 3M | +17.8% | -17.4% | +35.3% | +16.9% |
| 6M | +7.4% | -3.4% | +10.9% | +7.7% |
| YTD | -5.8% | -8.7% | +2.9% | -5.2% |
| 1Y | -18.9% | -47.2% | +28.3% | -20.7% |
| All | -18.9% | -46.0% | +27.2% | -20.7% |
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