+53.8%
NDAQ vs SFM
+219.5%
-165.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -1.1% |
| 7D | -2.6% | -5.8% | +3.3% | -1.8% |
| 30D | +0.5% | -11.4% | +11.8% | +1.9% |
| 3M | +9.9% | -12.2% | +22.1% | +11.4% |
| 6M | +8.2% | -5.2% | +13.4% | +8.3% |
| YTD | -1.5% | -4.5% | +3.0% | -1.7% |
| 1Y | +1.3% | -45.4% | +46.7% | +8.5% |
| 3Y | +92.6% | +91.1% | +1.5% | +74.7% |
| 5Y | +53.8% | +226.8% | -173.0% | +35.2% |
| All | +53.8% | +219.5% | -165.7% | +35.2% |
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