+62.6%
NDAQ vs SFM
+105.4%
-42.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.8% | +5.1% | +0.9% |
| 7D | +0.8% | -1.2% | +2.0% | +0.9% |
| 30D | +16.5% | -24.8% | +41.3% | +20.2% |
| 3M | +13.5% | -43.7% | +57.2% | +21.3% |
| 6M | +20.9% | -37.3% | +58.2% | +27.1% |
| YTD | +11.4% | -38.4% | +49.8% | +16.9% |
| 1Y | +25.9% | -36.9% | +62.8% | +31.6% |
| 3Y | +119.9% | +20.7% | +99.2% | +108.5% |
| All | +62.6% | +105.4% | -42.7% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling