+1,530.3%
MOD vs SFM
+230.0%
+1,300.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +3.7% |
| 7D | +9.6% | -0.1% | +9.7% | +9.6% |
| 30D | 0.0% | -4.4% | +4.4% | +0.7% |
| 3M | -35.4% | +1.5% | -36.9% | -36.2% |
| 6M | -7.3% | +6.5% | -13.7% | -10.9% |
| YTD | +45.8% | +2.2% | +43.6% | +41.1% |
| 1Y | +43.1% | -41.9% | +85.0% | +61.6% |
| 3Y | +297.7% | +106.8% | +190.9% | +209.6% |
| All | +1,530.3% | +230.0% | +1,300.4% | +970.8% |
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