+75.1%
SAP vs SFM
+18.5%
+56.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.8% | +0.7% | -3.6% |
| 7D | -0.7% | -1.2% | +0.5% | -0.6% |
| 30D | +11.1% | -24.8% | +35.9% | +14.1% |
| 3M | +17.0% | -43.7% | +60.7% | +23.9% |
| 6M | +34.8% | -37.3% | +72.1% | +40.3% |
| YTD | -2.2% | -38.4% | +36.1% | +1.7% |
| 1Y | -6.4% | -36.9% | +30.5% | -3.1% |
| 3Y | +75.1% | +20.7% | +54.5% | +92.2% |
| All | +75.1% | +18.5% | +56.6% | +92.2% |
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 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