+1,093.9%
NDAQ vs SFM
+40.3%
+1,053.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.0% |
| 3M | +13.5% | -43.7% | +57.2% | +21.0% |
| 6M | +20.9% | -37.3% | +58.2% | +26.8% |
| YTD | +11.4% | -38.4% | +49.8% | +16.7% |
| 1Y | +25.9% | -36.9% | +62.8% | +31.4% |
| 3Y | +119.9% | +20.7% | +99.2% | +109.2% |
| 5Y | +61.7% | +103.5% | -41.7% | +42.0% |
| 10Y | +481.6% | +139.7% | +341.8% | +383.3% |
| All | +1,093.9% | +40.3% | +1,053.6% | +921.2% |
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