+102.9%
SFM vs BG
+121.8%
-18.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.0% | +3.0% |
| 7D | -0.1% | +2.8% | -2.9% | -0.5% |
| 30D | -4.4% | +12.0% | -16.4% | -5.9% |
| 3M | +1.5% | -7.7% | +9.2% | +2.4% |
| 6M | +6.5% | +4.5% | +2.0% | +5.2% |
| YTD | +2.2% | +35.7% | -33.5% | -3.2% |
| 1Y | -41.9% | +50.1% | -92.0% | -45.9% |
| 3Y | +106.8% | +12.6% | +94.1% | +99.5% |
| 5Y | +231.6% | +75.4% | +156.1% | +194.6% |
| 10Y | +258.4% | +150.5% | +108.0% | +185.7% |
| All | +102.9% | +121.8% | -18.8% | +63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling