-34.7%
ROL vs SFM
-35.8%
+1.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.6% | -0.9% | +2.6% |
| 7D | +14.6% | -12.3% | +26.8% | +14.6% |
| 30D | +29.3% | -16.2% | +45.5% | +29.9% |
| 3M | +2.0% | -36.8% | +38.8% | +3.3% |
| 6M | -28.5% | -32.6% | +4.0% | -27.4% |
| YTD | -35.3% | -31.7% | -3.6% | -32.8% |
| 1Y | -34.7% | -35.0% | +0.3% | -31.8% |
| All | -34.7% | -35.8% | +1.1% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling