+10.7%
O vs SFM
+105.4%
-94.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.1% | -0.4% |
| 7D | +3.7% | -1.2% | +4.9% | +3.7% |
| 30D | +11.2% | -24.8% | +36.0% | +13.2% |
| 3M | -4.0% | -43.7% | +39.7% | -0.1% |
| 6M | -5.2% | -37.3% | +32.0% | -2.4% |
| YTD | +9.5% | -38.4% | +47.8% | +12.6% |
| 1Y | +10.6% | -36.9% | +47.5% | +13.5% |
| 3Y | +38.1% | +20.7% | +17.4% | +28.6% |
| All | +10.7% | +105.4% | -94.7% | -5.3% |
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