+3.3%
RF vs SFM
-35.8%
+39.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.1% | +3.0% | -2.0% |
| 7D | -1.6% | +7.5% | -9.1% | -1.6% |
| 30D | +5.0% | -20.8% | +25.9% | +5.4% |
| 3M | -10.0% | -39.4% | +29.4% | -8.9% |
| 6M | +3.3% | -34.5% | +37.8% | +4.7% |
| All | +3.3% | -35.8% | +39.1% | +4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling