+29.4%
NDAQ vs SFM
-35.8%
+65.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.1% | +2.2% |
| 7D | +3.9% | -12.3% | +16.2% | +4.7% |
| 30D | +19.0% | -16.2% | +35.2% | +20.6% |
| 3M | +17.6% | -36.8% | +54.4% | +22.1% |
| 6M | +21.0% | -32.6% | +53.6% | +25.0% |
| YTD | +14.1% | -31.7% | +45.8% | +17.7% |
| 1Y | +29.4% | -35.0% | +64.4% | +33.7% |
| All | +29.4% | -35.8% | +65.3% | +33.7% |
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