-36.3%
SFM vs ADVB
-72.7%
+36.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -23.6% | +24.9% | +0.9% |
| 7D | +6.0% | +27.8% | -21.7% | +6.7% |
| 30D | -19.5% | -50.8% | +31.3% | -20.5% |
| 3M | -37.0% | -70.5% | +33.5% | -38.6% |
| 6M | -41.0% | -46.7% | +5.7% | -40.8% |
| YTD | -34.6% | -56.7% | +22.0% | -34.9% |
| 1Y | -36.3% | -71.8% | +35.5% | -37.8% |
| All | -36.3% | -72.7% | +36.4% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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