+169.6%
O vs SFM
+44.5%
+125.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.2% |
| 7D | +0.6% | -7.1% | +7.6% | +1.1% |
| 30D | +9.4% | -21.4% | +30.8% | +10.9% |
| 3M | -2.4% | -40.1% | +37.7% | +0.8% |
| 6M | -1.9% | -38.0% | +36.2% | +0.9% |
| YTD | +10.5% | -36.5% | +47.0% | +13.1% |
| 1Y | +10.0% | -35.2% | +45.2% | +12.4% |
| 3Y | +40.5% | +23.5% | +17.0% | +34.8% |
| 5Y | +10.2% | +109.7% | -99.5% | +0.8% |
| 10Y | +82.5% | +132.6% | -50.1% | +63.6% |
| All | +169.6% | +44.5% | +125.2% | +145.7% |
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