+365.7%
SE vs SFM
+158.3%
+207.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +5.0% | +0.7% |
| 7D | +2.0% | -1.2% | +3.2% | +2.1% |
| 30D | -20.0% | -24.8% | +4.8% | -17.7% |
| 3M | -31.8% | -43.7% | +11.9% | -27.3% |
| 6M | -15.9% | -37.3% | +21.4% | -11.9% |
| YTD | -40.6% | -38.4% | -2.3% | -38.0% |
| 1Y | -50.7% | -36.9% | -13.8% | -48.7% |
| 3Y | +70.3% | +20.7% | +49.6% | +62.2% |
| 5Y | -78.8% | +103.5% | -182.3% | -81.3% |
| All | +365.7% | +158.3% | +207.5% | +281.2% |
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 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