+976.2%
NDAQ vs SFM
+132.6%
+843.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.7% | -2.2% |
| 7D | -2.4% | -0.1% | -2.4% | -2.4% |
| 30D | +2.5% | -4.4% | +6.8% | +2.9% |
| 3M | +9.9% | +1.5% | +8.4% | +9.4% |
| 6M | +9.4% | +6.5% | +3.0% | +7.9% |
| YTD | +0.4% | +2.2% | -1.8% | -0.6% |
| 1Y | +4.0% | -41.9% | +45.9% | +9.9% |
| 3Y | +94.4% | +106.8% | -12.4% | +74.0% |
| 5Y | +56.7% | +231.6% | -174.8% | +30.3% |
| 10Y | +375.3% | +258.4% | +116.9% | +275.9% |
| All | +976.2% | +132.6% | +843.6% | +770.2% |
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 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