+23.1%
Q vs SFM
-53.8%
+76.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.8% | +11.2% | +5.6% |
| 7D | +0.3% | -1.2% | +1.5% | +0.3% |
| 30D | -9.8% | -24.8% | +15.0% | -12.8% |
| 3M | -12.2% | -43.7% | +31.5% | -18.1% |
| 6M | -21.6% | -37.3% | +15.6% | -25.8% |
| YTD | +43.6% | -38.4% | +81.9% | +37.2% |
| 1Y | +25.7% | -36.9% | +62.6% | +19.8% |
| All | +23.1% | -53.8% | +76.8% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling