-3.2%
ROP vs SFM
+18.5%
-21.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.8% | +1.9% | -2.4% |
| 7D | +2.1% | -1.2% | +3.4% | +2.3% |
| 30D | +32.9% | -24.8% | +57.7% | +36.2% |
| 3M | +20.3% | -43.7% | +64.0% | +27.0% |
| 6M | +36.8% | -37.3% | +74.0% | +42.1% |
| YTD | +8.1% | -38.4% | +46.5% | +12.1% |
| 1Y | +8.3% | -36.9% | +45.2% | +11.9% |
| 3Y | -3.2% | +20.7% | -23.9% | -2.6% |
| All | -3.2% | +18.5% | -21.8% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling