+499.2%
ROL vs SFM
+40.3%
+458.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.8% | -1.6% |
| 7D | +9.5% | -1.2% | +10.7% | +9.5% |
| 30D | +22.9% | -24.8% | +47.7% | +26.2% |
| 3M | +3.5% | -43.7% | +47.2% | +9.7% |
| 6M | -29.4% | -37.3% | +7.9% | -26.3% |
| YTD | -36.1% | -38.4% | +2.3% | -33.4% |
| 1Y | -34.4% | -36.9% | +2.6% | -31.9% |
| 3Y | +4.0% | +20.7% | -16.7% | -3.3% |
| 5Y | +13.2% | +103.5% | -90.2% | -3.7% |
| 10Y | +219.7% | +139.7% | +79.9% | +155.0% |
| All | +499.2% | +40.3% | +458.9% | +400.0% |
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