+723.7%
RSG vs SFM
+117.5%
+606.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.1% |
| 7D | -0.7% | -5.8% | +5.1% | -0.2% |
| 30D | +3.3% | -11.4% | +14.7% | +4.4% |
| 3M | +8.5% | -12.2% | +20.7% | +9.5% |
| 6M | -3.5% | -5.2% | +1.6% | -3.5% |
| YTD | +5.5% | -4.5% | +10.0% | +5.3% |
| 1Y | -1.7% | -45.4% | +43.7% | +3.2% |
| 3Y | +56.9% | +91.1% | -34.2% | +44.6% |
| 5Y | +89.4% | +226.8% | -137.4% | +63.7% |
| 10Y | +412.5% | +291.9% | +120.6% | +325.0% |
| All | +723.7% | +117.5% | +606.3% | +594.1% |
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