+449.6%
P vs SFM
+128.8%
+320.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -5.1% | -11.3% | -16.0% |
| 7D | -31.9% | +7.5% | -39.4% | -32.4% |
| 30D | -36.5% | -20.8% | -15.7% | -35.5% |
| 3M | +11.6% | -39.4% | +51.0% | +16.4% |
| 6M | +25.2% | -34.5% | +59.7% | +28.9% |
| YTD | +39.4% | -35.2% | +74.7% | +43.1% |
| 1Y | -3.7% | -35.3% | +31.6% | -1.2% |
| 3Y | +167.3% | +23.9% | +143.4% | +151.9% |
| 5Y | +237.3% | +113.8% | +123.5% | +188.9% |
| 10Y | +698.6% | +152.0% | +546.7% | +540.1% |
| All | +449.6% | +128.8% | +320.8% | +335.9% |
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