-72.0%
S vs SFM
+230.0%
-302.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | +0.1% |
| 7D | -7.7% | -0.1% | -7.6% | -7.7% |
| 30D | -5.3% | -4.4% | -1.0% | -5.1% |
| 3M | +20.3% | +1.5% | +18.7% | +19.3% |
| 6M | +47.4% | +6.5% | +40.9% | +44.6% |
| YTD | +32.5% | +2.2% | +30.4% | +30.6% |
| 1Y | +9.5% | -41.9% | +51.4% | +17.6% |
| 3Y | +15.5% | +106.8% | -91.2% | +6.0% |
| All | -72.0% | +230.0% | -302.0% | -72.2% |
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