+554.2%
MTUM vs SFM
+117.5%
+436.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.8% | +2.0% |
| 7D | +4.1% | -5.8% | +9.9% | +4.7% |
| 30D | -0.2% | -11.4% | +11.2% | +1.0% |
| 3M | -1.9% | -12.2% | +10.3% | -0.9% |
| 6M | +28.1% | -5.2% | +33.2% | +27.8% |
| YTD | +23.6% | -4.5% | +28.0% | +22.9% |
| 1Y | +26.1% | -45.4% | +71.5% | +33.7% |
| 3Y | +116.8% | +91.1% | +25.8% | +97.3% |
| 5Y | +80.0% | +226.8% | -146.8% | +51.3% |
| 10Y | +346.4% | +291.9% | +54.5% | +253.8% |
| All | +554.2% | +117.5% | +436.8% | +453.1% |
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