+242.0%
SFM vs ACM
+5.0%
+237.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +2.9% |
| 7D | -0.1% | -3.7% | +3.7% | +0.6% |
| 30D | -4.4% | -11.1% | +6.7% | -2.5% |
| 3M | +1.5% | -8.0% | +9.5% | +2.6% |
| 6M | +6.5% | -29.7% | +36.1% | +13.8% |
| YTD | +2.2% | -29.4% | +31.5% | +8.3% |
| 1Y | -41.9% | -46.4% | +4.5% | -33.7% |
| 3Y | +106.8% | -22.3% | +129.1% | +108.7% |
| All | +242.0% | +5.0% | +237.1% | +230.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling