+16.8%
RF vs SFM
-34.4%
+51.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.4% |
| 7D | +0.4% | -0.4% | +0.8% | +0.3% |
| 30D | +5.6% | -19.2% | +24.8% | +5.3% |
| 3M | -8.9% | -40.3% | +31.4% | -9.7% |
| 6M | +7.1% | -40.9% | +48.0% | +6.0% |
| YTD | +8.3% | -35.5% | +43.8% | +10.6% |
| 1Y | +16.8% | -37.4% | +54.3% | +19.4% |
| All | +16.8% | -34.4% | +51.3% | +19.4% |
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