+63.7%
SE vs SFM
+27.3%
+36.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | -0.5% | +6.0% | -6.5% | -1.1% |
| 30D | -20.9% | -19.5% | -1.5% | -19.5% |
| 3M | -38.9% | -37.0% | -1.9% | -36.1% |
| 6M | -19.4% | -41.0% | +21.6% | -15.3% |
| YTD | -40.9% | -34.6% | -6.3% | -38.8% |
| 1Y | -46.2% | -36.3% | -9.9% | -44.0% |
| 3Y | +63.7% | +24.5% | +39.2% | +59.7% |
| All | +63.7% | +27.3% | +36.4% | +59.7% |
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