+56.5%
RSG vs SFM
+82.1%
-25.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | 0.0% | -10.6% | +10.6% | +1.0% |
| 30D | +4.0% | -15.5% | +19.4% | +5.4% |
| 3M | +7.4% | -17.4% | +24.8% | +9.0% |
| 6M | +0.1% | -3.4% | +3.5% | -0.1% |
| YTD | +6.0% | -8.7% | +14.7% | +6.3% |
| 1Y | -3.0% | -47.2% | +44.2% | +3.3% |
| 3Y | +56.5% | +82.7% | -26.2% | +54.7% |
| All | +56.5% | +82.1% | -25.6% | +54.7% |
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