+1,109.3%
NDAQ vs SFM
+41.7%
+1,067.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | -0.1% | -10.2% | +10.1% | +1.2% |
| 30D | +15.9% | -23.9% | +39.7% | +19.2% |
| 3M | +15.1% | -42.3% | +57.3% | +22.3% |
| 6M | +22.9% | -40.1% | +63.0% | +29.7% |
| YTD | +12.8% | -37.8% | +50.6% | +18.0% |
| 1Y | +26.0% | -37.1% | +63.1% | +31.5% |
| 3Y | +119.7% | +21.5% | +98.1% | +108.9% |
| 5Y | +65.4% | +103.8% | -38.4% | +45.2% |
| 10Y | +469.3% | +142.0% | +327.3% | +372.6% |
| All | +1,109.3% | +41.7% | +1,067.6% | +933.1% |
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