+67.8%
SAP vs SFM
+25.7%
+42.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -3.9% | -0.4% | -3.5% | -3.8% |
| 30D | +6.5% | -19.2% | +25.7% | +8.6% |
| 3M | +14.7% | -40.3% | +55.0% | +20.6% |
| 6M | +39.9% | -40.9% | +80.8% | +46.9% |
| YTD | -2.0% | -35.5% | +33.5% | +1.4% |
| 1Y | -6.0% | -37.4% | +31.4% | -2.4% |
| All | +67.8% | +25.7% | +42.1% | +80.3% |
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 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