+13.7%
MSCI vs SFM
-37.1%
+50.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.8% |
| 7D | +1.5% | -10.2% | +11.7% | +2.1% |
| 30D | +14.4% | -23.9% | +38.3% | +15.8% |
| 3M | +15.2% | -42.3% | +57.5% | +18.5% |
| 6M | +11.2% | -40.1% | +51.4% | +14.1% |
| YTD | +13.9% | -37.8% | +51.7% | +16.4% |
| All | +13.7% | -37.1% | +50.7% | +15.8% |
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 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