+257.2%
SAP vs SFM
+132.6%
+124.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.4% |
| 6M | +11.9% | +6.5% | +5.4% | +10.3% |
| YTD | -9.9% | +2.2% | -12.1% | -10.9% |
| 1Y | -19.5% | -41.9% | +22.3% | -15.3% |
| 3Y | +61.8% | +106.8% | -45.0% | +45.5% |
| 5Y | +56.2% | +231.6% | -175.4% | +30.5% |
| 10Y | +180.6% | +258.4% | -77.8% | +123.9% |
| All | +257.2% | +132.6% | +124.6% | +200.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling