+1,449.6%
NET vs SFM
+313.2%
+1,136.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.0% |
| 6M | +50.0% | +6.5% | +43.6% | +46.6% |
| YTD | +41.5% | +2.2% | +39.3% | +38.8% |
| 1Y | +32.8% | -41.9% | +74.7% | +42.4% |
| 3Y | +335.9% | +106.8% | +229.1% | +282.8% |
| 5Y | +113.8% | +231.6% | -117.7% | +79.8% |
| All | +1,449.6% | +313.2% | +1,136.4% | +1,114.4% |
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