-47.6%
SFM vs BG
+55.7%
-103.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.2% |
| 7D | -8.8% | +3.7% | -12.5% | -8.3% |
| 30D | -14.5% | +12.3% | -26.8% | -13.6% |
| 3M | -16.8% | -2.2% | -14.6% | -15.2% |
| 6M | -5.3% | +5.3% | -10.7% | -4.6% |
| YTD | -9.4% | +42.4% | -51.8% | -15.8% |
| All | -47.6% | +55.7% | -103.3% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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