+753.4%
MOD vs SFM
+105.4%
+648.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.8% | +10.6% | +6.5% |
| 7D | -25.5% | -1.2% | -24.3% | -25.8% |
| 30D | -49.0% | -24.8% | -24.2% | -47.0% |
| 3M | -49.8% | -43.7% | -6.1% | -44.9% |
| 6M | -64.8% | -37.3% | -27.5% | -62.7% |
| YTD | -27.6% | -38.4% | +10.7% | -24.0% |
| 1Y | -35.2% | -36.9% | +1.7% | -32.6% |
| 3Y | +137.1% | +20.7% | +116.5% | +102.1% |
| All | +753.4% | +105.4% | +648.1% | +504.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling