-35.2%
MOD vs SFM
-38.0%
+2.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.8% | +10.6% | +4.9% |
| 7D | -25.5% | -1.2% | -24.3% | -25.5% |
| 30D | -49.0% | -24.8% | -24.2% | -50.5% |
| 3M | -49.8% | -43.7% | -6.1% | -53.6% |
| 6M | -64.8% | -37.3% | -27.5% | -66.7% |
| YTD | -27.6% | -38.4% | +10.7% | -31.6% |
| 1Y | -35.2% | -36.9% | +1.7% | -38.4% |
| All | -35.2% | -38.0% | +2.8% | -38.4% |
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