+327.1%
NET vs SFM
+108.0%
+219.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.8% | -2.2% |
| 7D | -7.0% | -0.1% | -6.9% | -7.0% |
| 30D | -4.8% | -4.4% | -0.4% | -4.7% |
| 3M | +3.8% | +1.5% | +2.3% | +3.1% |
| 6M | +50.0% | +6.5% | +43.6% | +46.6% |
| YTD | +41.5% | +2.2% | +39.3% | +39.1% |
| 1Y | +32.8% | -41.9% | +74.7% | +47.7% |
| All | +327.1% | +108.0% | +219.1% | +235.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling