+38.3%
S vs SFM
+27.3%
+11.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +2.0% | +6.0% | -4.1% | +1.3% |
| 30D | -2.7% | -19.5% | +16.7% | -0.6% |
| 3M | -6.9% | -37.0% | +30.1% | -2.0% |
| 6M | +38.1% | -41.0% | +79.1% | +46.2% |
| YTD | +48.0% | -34.6% | +82.6% | +53.1% |
| 1Y | +34.5% | -36.3% | +70.7% | +39.6% |
| 3Y | +38.3% | +24.5% | +13.8% | +11.9% |
| All | +38.3% | +27.3% | +11.0% | +11.9% |
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 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