+56.4%
SAP vs SFM
+230.0%
-173.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.2% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | +9.0% | -4.4% | +13.4% | +9.4% |
| 3M | +14.9% | +1.5% | +13.4% | +14.3% |
| 6M | +11.9% | +6.5% | +5.4% | +10.1% |
| YTD | -9.9% | +2.2% | -12.1% | -11.0% |
| 1Y | -19.5% | -41.9% | +22.3% | -14.5% |
| 3Y | +61.8% | +106.8% | -45.0% | +45.6% |
| All | +56.4% | +230.0% | -173.6% | +29.0% |
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