+22.4%
SFM vs ARWR
+1,422.5%
-1,400.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.2% | -6.1% | -4.9% |
| 7D | -1.2% | -2.9% | +1.7% | -1.1% |
| 30D | -24.8% | -5.4% | -19.4% | -24.6% |
| 3M | -43.7% | -32.2% | -11.5% | -42.8% |
| 6M | -37.3% | -26.5% | -10.8% | -36.6% |
| YTD | -38.4% | -12.4% | -26.0% | -38.3% |
| 1Y | -36.9% | +46.9% | -83.8% | -38.4% |
| 3Y | +20.7% | +116.0% | -95.3% | +13.2% |
| 5Y | +103.5% | -28.0% | +131.4% | +96.4% |
| 10Y | +139.7% | +923.9% | -784.2% | +95.7% |
| All | +22.4% | +1,422.5% | -1,400.1% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling