-37.2%
SFM vs ARWR
+20.5%
-57.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -15.3% | +16.3% | +1.3% |
| 7D | -10.2% | -17.3% | +7.1% | -9.8% |
| 30D | -23.9% | -21.5% | -2.4% | -23.5% |
| 3M | -42.3% | -43.8% | +1.6% | -41.6% |
| 6M | -40.1% | -32.3% | -7.9% | -39.6% |
| YTD | -37.8% | -25.8% | -11.9% | -36.8% |
| All | -37.2% | +20.5% | -57.8% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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