+0.8%
ROP vs SFM
+105.4%
-104.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.8% | +1.9% | -2.3% |
| 7D | +2.1% | -1.2% | +3.4% | +2.3% |
| 30D | +32.9% | -24.8% | +57.7% | +36.9% |
| 3M | +20.3% | -43.7% | +64.0% | +28.2% |
| 6M | +36.8% | -37.3% | +74.0% | +43.2% |
| YTD | +8.1% | -38.4% | +46.5% | +13.0% |
| 1Y | +8.3% | -36.9% | +45.2% | +12.7% |
| 3Y | -3.2% | +20.7% | -23.9% | -10.2% |
| All | +0.8% | +105.4% | -104.5% | -17.0% |
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 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