+167.2%
O vs SFM
+40.3%
+127.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.1% |
| 3M | -4.0% | -43.7% | +39.7% | -0.4% |
| 6M | -5.2% | -37.3% | +32.0% | -2.7% |
| YTD | +9.5% | -38.4% | +47.8% | +12.3% |
| 1Y | +10.6% | -36.9% | +47.5% | +13.3% |
| 3Y | +38.1% | +20.7% | +17.4% | +32.8% |
| 5Y | +10.2% | +103.5% | -93.3% | +1.0% |
| 10Y | +71.4% | +139.7% | -68.3% | +53.7% |
| All | +167.2% | +40.3% | +127.0% | +144.0% |
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 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