+216.6%
SFM vs BG
+81.8%
+134.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.9% |
| 7D | -10.6% | +3.1% | -13.7% | -10.9% |
| 30D | -15.5% | +10.2% | -25.7% | -16.3% |
| 3M | -17.4% | -1.7% | -15.8% | -17.2% |
| 6M | -3.4% | +1.0% | -4.4% | -3.8% |
| YTD | -8.7% | +39.9% | -48.6% | -13.5% |
| 1Y | -47.2% | +53.2% | -100.4% | -50.7% |
| 3Y | +82.7% | +16.3% | +66.5% | +78.4% |
| All | +216.6% | +81.8% | +134.8% | +195.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling