+102.9%
SFM vs ARWR
+2,160.2%
-2,057.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.0% | +2.9% |
| 7D | -0.1% | +1.7% | -1.8% | -0.2% |
| 30D | -4.4% | -0.7% | -3.7% | -4.4% |
| 3M | +1.5% | +14.9% | -13.4% | +0.8% |
| 6M | +6.5% | +32.6% | -26.2% | +4.9% |
| YTD | +2.2% | +30.0% | -27.9% | +0.6% |
| 1Y | -41.9% | +208.4% | -250.2% | -45.2% |
| 3Y | +106.8% | +208.8% | -102.0% | +91.1% |
| 5Y | +231.6% | +27.8% | +203.8% | +212.7% |
| 10Y | +258.4% | +1,107.6% | -849.1% | +191.5% |
| All | +102.9% | +2,160.2% | -2,057.3% | +48.7% |
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