+19.6%
RSG vs SFM
-35.8%
+55.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +0.8% |
| 7D | +5.1% | -12.3% | +17.4% | +5.6% |
| 30D | +15.3% | -16.2% | +31.5% | +16.3% |
| 3M | +18.6% | -36.8% | +55.4% | +21.5% |
| 6M | +19.5% | -32.6% | +52.1% | +22.0% |
| YTD | +17.2% | -31.7% | +48.9% | +19.8% |
| 1Y | +19.6% | -35.0% | +54.6% | +22.9% |
| All | +19.6% | -35.8% | +55.4% | +22.9% |
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