+186.3%
SE vs SFM
+107.8%
+78.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.3% |
| 7D | -6.1% | -0.1% | -6.0% | -6.1% |
| 30D | -2.5% | -4.4% | +1.9% | -2.0% |
| 3M | +21.7% | +1.5% | +20.2% | +20.9% |
| 6M | +27.0% | +6.5% | +20.5% | +25.0% |
| YTD | -12.1% | +2.2% | -14.3% | -13.0% |
| 1Y | -40.9% | -41.9% | +1.0% | -34.1% |
| All | +186.3% | +107.8% | +78.5% | +125.2% |
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