+244.5%
ROP vs SFM
+132.6%
+112.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.4% | -3.9% |
| 7D | -4.4% | -0.1% | -4.4% | -4.4% |
| 30D | +3.2% | -4.4% | +7.6% | +3.7% |
| 3M | +23.1% | +1.5% | +21.5% | +22.4% |
| 6M | +13.3% | +6.5% | +6.8% | +11.6% |
| YTD | -7.9% | +2.2% | -10.0% | -8.9% |
| 1Y | -22.1% | -41.9% | +19.8% | -17.8% |
| 3Y | -16.8% | +106.8% | -123.6% | -26.3% |
| 5Y | -13.5% | +231.6% | -245.1% | -29.0% |
| 10Y | +137.7% | +258.4% | -120.7% | +85.6% |
| All | +244.5% | +132.6% | +112.0% | +175.2% |
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