+24.5%
Q vs SFM
-51.0%
+75.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.9% | -3.3% |
| 7D | +1.2% | +6.0% | -4.9% | +2.0% |
| 30D | -2.7% | -19.5% | +16.8% | -5.0% |
| 3M | -16.9% | -37.0% | +20.1% | -21.4% |
| 6M | -26.9% | -41.0% | +14.1% | -31.0% |
| YTD | +45.2% | -34.6% | +79.9% | +39.9% |
| 1Y | +38.1% | -36.3% | +74.4% | +33.1% |
| All | +24.5% | -51.0% | +75.5% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling