-64.1%
SFM vs ADVB
-97.4%
+33.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.6% | +1.1% |
| 7D | -10.2% | -1.2% | -9.0% | -10.2% |
| 30D | -23.9% | -61.4% | +37.5% | -25.6% |
| 3M | -42.3% | -67.8% | +25.6% | -43.7% |
| 6M | -40.1% | -66.9% | +26.7% | -40.5% |
| YTD | -37.8% | -64.9% | +27.1% | -37.7% |
| 1Y | -37.1% | -74.8% | +37.7% | -37.6% |
| All | -64.1% | -97.4% | +33.3% | -56.5% |
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