+174.6%
O vs SFM
+132.6%
+42.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.0% |
| 7D | -0.7% | -0.1% | -0.7% | -0.7% |
| 30D | -1.9% | -4.4% | +2.5% | -1.6% |
| 3M | +3.8% | +1.5% | +2.3% | +3.5% |
| 6M | -4.7% | +6.5% | -11.2% | -5.5% |
| YTD | +12.5% | +2.2% | +10.3% | +11.8% |
| 1Y | +10.8% | -41.9% | +52.7% | +14.4% |
| 3Y | +28.8% | +106.8% | -78.0% | +19.5% |
| 5Y | +13.2% | +231.6% | -218.4% | +0.5% |
| 10Y | +53.5% | +258.4% | -205.0% | +33.6% |
| All | +174.6% | +132.6% | +42.0% | +142.8% |
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