+108.5%
RF vs SFM
+18.5%
+90.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.5% | 0.0% |
| 7D | -0.9% | -1.2% | +0.3% | -0.8% |
| 30D | +6.0% | -24.8% | +30.8% | +7.9% |
| 3M | -8.9% | -43.7% | +34.8% | -5.1% |
| 6M | +2.3% | -37.3% | +39.6% | +5.4% |
| YTD | +7.6% | -38.4% | +45.9% | +10.8% |
| 1Y | +21.2% | -36.9% | +58.1% | +24.3% |
| 3Y | +108.5% | +20.7% | +87.9% | +94.9% |
| All | +108.5% | +18.5% | +90.0% | +94.9% |
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