+1,698.9%
MSCI vs SFM
+132.6%
+1,566.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.6% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +0.6% | -4.4% | +4.9% | +1.0% |
| 3M | -7.1% | +1.5% | -8.6% | -7.5% |
| 6M | +0.8% | +6.5% | -5.6% | -0.6% |
| YTD | +1.0% | +2.2% | -1.2% | -0.1% |
| 1Y | +4.3% | -41.9% | +46.2% | +10.0% |
| 3Y | +9.9% | +106.8% | -96.8% | -2.4% |
| 5Y | -6.8% | +231.6% | -238.3% | -23.0% |
| 10Y | +614.7% | +258.4% | +356.2% | +464.6% |
| All | +1,698.9% | +132.6% | +1,566.4% | +1,396.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling