-41.9%
SFM vs BR
-29.1%
-12.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.4% | +6.2% | +3.1% |
| 7D | -0.1% | -5.3% | +5.2% | +0.2% |
| 30D | -4.4% | +6.4% | -10.8% | -4.7% |
| 3M | +1.5% | +13.6% | -12.1% | -0.1% |
| 6M | +6.5% | -6.7% | +13.2% | +11.9% |
| YTD | +2.2% | -21.1% | +23.3% | +18.1% |
| 1Y | -41.9% | -29.6% | -12.3% | -24.7% |
| All | -41.9% | -29.1% | -12.8% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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