+138.3%
RL vs SFM
+132.6%
+5.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.8% | +1.6% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -7.8% | -4.4% | -3.4% | -7.2% |
| 3M | -4.0% | +1.5% | -5.5% | -4.5% |
| 6M | -1.9% | +6.5% | -8.4% | -3.9% |
| YTD | -0.2% | +2.2% | -2.3% | -1.7% |
| 1Y | +10.7% | -41.9% | +52.6% | +18.9% |
| 3Y | +210.8% | +106.8% | +104.0% | +167.0% |
| 5Y | +238.2% | +231.6% | +6.7% | +162.9% |
| 10Y | +313.4% | +258.4% | +54.9% | +200.2% |
| All | +138.3% | +132.6% | +5.7% | +83.7% |
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 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