+25.3%
MTUM vs SFM
-7.7%
+33.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | -0.1% |
| 7D | +4.1% | -7.2% | +11.3% | +3.6% |
| 30D | +0.6% | -14.3% | +15.0% | -0.4% |
| 3M | -0.6% | -13.7% | +13.1% | -1.8% |
| 6M | +25.3% | -6.0% | +31.4% | +22.2% |
| All | +25.3% | -7.7% | +33.0% | +22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling