+327.3%
RF vs SFM
+47.4%
+279.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.1% | +3.0% | -1.5% |
| 7D | -1.6% | +7.5% | -9.1% | -2.6% |
| 30D | +5.0% | -20.8% | +25.9% | +7.7% |
| 3M | -10.0% | -39.4% | +29.4% | -4.5% |
| 6M | +3.3% | -34.5% | +37.8% | +8.0% |
| YTD | +7.9% | -35.2% | +43.2% | +12.3% |
| 1Y | +21.2% | -35.3% | +56.5% | +26.1% |
| 3Y | +105.8% | +23.9% | +81.9% | +89.5% |
| 5Y | +43.7% | +113.8% | -70.1% | +18.4% |
| 10Y | +289.4% | +152.0% | +137.5% | +197.8% |
| All | +327.3% | +47.4% | +279.8% | +253.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling