+112.5%
NET vs SFM
+230.0%
-117.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.8% | -2.3% |
| 7D | -7.0% | -0.1% | -6.9% | -7.0% |
| 30D | -4.8% | -4.4% | -0.4% | -4.5% |
| 3M | +3.8% | +1.5% | +2.3% | +2.8% |
| 6M | +50.0% | +6.5% | +43.6% | +45.7% |
| YTD | +41.5% | +2.2% | +39.3% | +38.2% |
| 1Y | +32.8% | -41.9% | +74.7% | +46.0% |
| 3Y | +335.9% | +106.8% | +229.1% | +255.9% |
| All | +112.5% | +230.0% | -117.5% | +82.2% |
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