-35.2%
SFM vs ACM
-45.3%
+10.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.4% |
| 7D | -7.1% | +3.0% | -10.1% | -6.9% |
| 30D | -21.4% | +19.7% | -41.1% | -20.1% |
| 3M | -40.1% | +5.3% | -45.4% | -39.7% |
| 6M | -38.0% | -10.8% | -27.2% | -38.6% |
| YTD | -36.5% | -25.1% | -11.5% | -38.2% |
| 1Y | -35.2% | -45.8% | +10.6% | -35.1% |
| All | -35.2% | -45.3% | +10.1% | -35.1% |
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