+469.1%
P vs SFM
+117.7%
+351.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.8% | +8.4% | +4.0% |
| 7D | -23.8% | -1.2% | -22.6% | -23.8% |
| 30D | -36.6% | -24.8% | -11.9% | -35.3% |
| 3M | +10.9% | -43.7% | +54.6% | +16.4% |
| 6M | +30.0% | -37.3% | +67.2% | +34.3% |
| YTD | +44.4% | -38.4% | +82.8% | +48.8% |
| 1Y | +3.9% | -36.9% | +40.9% | +6.7% |
| 3Y | +176.6% | +20.7% | +155.9% | +161.0% |
| 5Y | +249.3% | +103.5% | +145.8% | +200.4% |
| 10Y | +726.9% | +139.7% | +587.2% | +565.4% |
| All | +469.1% | +117.7% | +351.4% | +353.1% |
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