+89.5%
RSG vs SFM
+212.1%
-122.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -1.8% | -8.8% | +7.0% | -0.9% |
| 30D | +2.8% | -14.5% | +17.2% | +4.3% |
| 3M | +4.3% | -16.8% | +21.1% | +6.0% |
| 6M | -0.5% | -5.3% | +4.8% | -0.5% |
| YTD | +5.2% | -9.4% | +14.6% | +5.6% |
| 1Y | -2.1% | -46.2% | +44.0% | +3.8% |
| 3Y | +56.5% | +81.3% | -24.8% | +43.2% |
| 5Y | +89.5% | +211.9% | -122.4% | +66.3% |
| All | +89.5% | +212.1% | -122.6% | +66.3% |
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