+14.8%
MSCI vs SFM
-36.1%
+50.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.7% | +0.5% |
| 7D | -1.9% | -7.1% | +5.2% | -1.5% |
| 30D | +16.5% | -21.4% | +37.9% | +17.6% |
| 3M | +18.2% | -40.1% | +58.3% | +21.3% |
| 6M | +14.0% | -38.0% | +52.0% | +16.7% |
| YTD | +16.6% | -36.5% | +53.1% | +19.0% |
| 1Y | +14.8% | -35.2% | +50.0% | +16.9% |
| All | +14.8% | -36.1% | +50.9% | +16.9% |
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