+240.6%
RL vs SFM
+116.0%
+124.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | +2.6% | +6.0% | -3.5% | +1.7% |
| 30D | +2.9% | -19.5% | +22.4% | +5.4% |
| 3M | 0.0% | -37.0% | +37.0% | +6.0% |
| 6M | +17.1% | -41.0% | +58.1% | +24.9% |
| YTD | +10.1% | -34.6% | +44.8% | +14.8% |
| 1Y | +17.3% | -36.3% | +53.6% | +22.8% |
| 3Y | +249.3% | +24.5% | +224.8% | +220.5% |
| All | +240.6% | +116.0% | +124.6% | +165.6% |
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 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