+101.5%
SFM vs ACM
-2.7%
+104.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.9% | -4.9% |
| 7D | -1.2% | +5.4% | -6.6% | -2.1% |
| 30D | -24.8% | +15.1% | -39.9% | -26.7% |
| 3M | -43.7% | -10.5% | -33.2% | -42.6% |
| 6M | -37.3% | -19.7% | -17.6% | -34.8% |
| YTD | -38.4% | -28.8% | -9.5% | -34.5% |
| 1Y | -36.9% | -47.9% | +10.9% | -26.4% |
| 3Y | +20.7% | -12.4% | +33.0% | +17.3% |
| All | +101.5% | -2.7% | +104.2% | +89.3% |
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