-47.2%
SFM vs ACM
-48.8%
+1.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.9% |
| 7D | -10.6% | -4.6% | -6.0% | -11.0% |
| 30D | -15.5% | +4.1% | -19.5% | -15.0% |
| 3M | -17.4% | -8.3% | -9.1% | -18.0% |
| 6M | -3.4% | -30.1% | +26.6% | -6.4% |
| YTD | -8.7% | -32.6% | +23.9% | -12.1% |
| 1Y | -47.2% | -49.6% | +2.4% | -50.0% |
| All | -47.2% | -48.8% | +1.6% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling