+20.2%
RF vs SFM
-37.1%
+57.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.2% |
| 7D | -0.1% | -10.2% | +10.1% | -0.2% |
| 30D | +7.0% | -23.9% | +30.9% | +6.7% |
| 3M | -7.0% | -42.3% | +35.2% | -7.7% |
| 6M | +6.8% | -40.1% | +46.9% | +6.2% |
| YTD | +9.9% | -37.8% | +47.7% | +12.2% |
| All | +20.2% | -37.1% | +57.3% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling