-2.7%
MSCI vs SFM
-45.2%
+42.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.5% | +2.7% | -3.6% |
| 7D | -2.1% | -5.8% | +3.7% | -1.9% |
| 30D | -1.7% | -11.4% | +9.6% | -1.5% |
| 3M | -8.2% | -12.2% | +4.0% | -8.0% |
| 6M | -2.4% | -5.2% | +2.7% | -2.2% |
| YTD | -2.8% | -4.5% | +1.6% | -2.8% |
| 1Y | -2.7% | -45.4% | +42.7% | +6.7% |
| All | -2.7% | -45.2% | +42.6% | +6.7% |
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