+1,188.3%
ODFL vs SFM
+132.6%
+1,055.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.3% |
| 7D | -6.3% | -0.1% | -6.2% | -6.3% |
| 30D | -13.6% | -4.4% | -9.2% | -13.2% |
| 3M | -24.2% | +1.5% | -25.7% | -24.7% |
| 6M | -13.8% | +6.5% | -20.3% | -15.4% |
| YTD | +19.0% | +2.2% | +16.9% | +17.2% |
| 1Y | +25.7% | -41.9% | +67.6% | +33.8% |
| 3Y | -13.1% | +106.8% | -119.9% | -25.1% |
| 5Y | +26.7% | +231.6% | -204.9% | -0.2% |
| 10Y | +721.5% | +258.4% | +463.1% | +510.5% |
| All | +1,188.3% | +132.6% | +1,055.7% | +914.1% |
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