+80.7%
SAP vs SFM
+116.0%
-35.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.2% |
| 7D | +0.6% | +6.0% | -5.4% | -0.1% |
| 30D | +6.5% | -19.5% | +26.0% | +8.8% |
| 3M | +12.2% | -37.0% | +49.3% | +17.7% |
| 6M | +46.1% | -41.0% | +87.1% | +53.9% |
| YTD | -1.6% | -34.6% | +33.0% | +1.9% |
| 1Y | -5.1% | -36.3% | +31.1% | -1.4% |
| 3Y | +68.4% | +24.5% | +43.8% | +60.4% |
| All | +80.7% | +116.0% | -35.2% | +61.5% |
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