+102.9%
SFM vs ACM
+105.3%
-2.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +2.9% |
| 7D | -0.1% | -3.7% | +3.7% | +0.7% |
| 30D | -4.4% | -11.1% | +6.7% | -2.4% |
| 3M | +1.5% | -8.0% | +9.5% | +2.6% |
| 6M | +6.5% | -29.7% | +36.1% | +13.4% |
| YTD | +2.2% | -29.4% | +31.5% | +8.1% |
| 1Y | -41.9% | -46.4% | +4.5% | -34.8% |
| 3Y | +106.8% | -22.3% | +129.1% | +112.0% |
| 5Y | +231.6% | +4.5% | +227.1% | +216.5% |
| 10Y | +258.4% | +127.6% | +130.8% | +170.8% |
| All | +102.9% | +105.3% | -2.3% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling