+90.1%
RF vs SFM
+230.0%
-139.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -2.9% | -0.4% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | -3.6% | -4.4% | +0.8% | -3.2% |
| 3M | +8.1% | +1.5% | +6.6% | +7.6% |
| 6M | +11.5% | +6.5% | +5.0% | +9.8% |
| YTD | +15.6% | +2.2% | +13.4% | +14.4% |
| 1Y | +15.7% | -41.9% | +57.6% | +23.4% |
| 3Y | +86.9% | +106.8% | -19.9% | +64.4% |
| All | +90.1% | +230.0% | -139.8% | +43.2% |
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