+485.4%
P vs SFM
+261.0%
+224.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.1% |
| 7D | +6.5% | -0.1% | +6.6% | +6.5% |
| 30D | +18.8% | -4.4% | +23.2% | +19.3% |
| 3M | +26.7% | +1.5% | +25.2% | +26.1% |
| 6M | +62.2% | +6.5% | +55.7% | +59.7% |
| YTD | +48.5% | +2.2% | +46.3% | +46.7% |
| 1Y | +26.4% | -41.9% | +68.3% | +33.3% |
| 3Y | +159.4% | +106.8% | +52.7% | +133.6% |
| 5Y | +275.8% | +231.6% | +44.2% | +210.3% |
| 10Y | +732.0% | +258.4% | +473.6% | +549.9% |
| All | +485.4% | +261.0% | +224.4% | +346.8% |
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