+46.0%
RF vs SFM
+111.2%
-65.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.5% |
| 7D | -1.3% | -7.1% | +5.7% | -0.7% |
| 30D | +4.6% | -21.4% | +26.0% | +6.6% |
| 3M | -8.4% | -40.1% | +31.6% | -4.2% |
| 6M | +8.9% | -38.0% | +46.9% | +13.1% |
| YTD | +8.8% | -36.5% | +45.3% | +12.4% |
| 1Y | +18.9% | -35.2% | +54.1% | +22.4% |
| 3Y | +116.0% | +23.5% | +92.5% | +101.3% |
| 5Y | +46.0% | +109.7% | -63.7% | +16.9% |
| All | +46.0% | +111.2% | -65.2% | +16.9% |
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 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