-62.6%
SFM vs ADVB
-97.6%
+35.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -9.5% | +4.4% | -5.4% |
| 7D | +7.5% | -28.0% | +35.5% | +6.8% |
| 30D | -20.8% | -70.2% | +49.4% | -23.1% |
| 3M | -39.4% | -76.1% | +36.7% | -41.3% |
| 6M | -34.5% | -72.3% | +37.8% | -35.2% |
| YTD | -35.2% | -67.5% | +32.2% | -35.3% |
| 1Y | -35.3% | -78.6% | +43.3% | -36.2% |
| All | -62.6% | -97.6% | +35.0% | -54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling