+24.5%
SFM vs ACM
-9.1%
+33.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.3% |
| 7D | +6.0% | +5.6% | +0.4% | +5.3% |
| 30D | -19.5% | +20.8% | -40.3% | -21.2% |
| 3M | -37.0% | +11.4% | -48.4% | -37.8% |
| 6M | -41.0% | +0.9% | -42.0% | -41.2% |
| YTD | -34.6% | -24.8% | -9.8% | -31.9% |
| 1Y | -36.3% | -46.4% | +10.2% | -25.9% |
| 3Y | +24.5% | -9.2% | +33.8% | +18.7% |
| All | +24.5% | -9.1% | +33.7% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling