+83.6%
SFM vs BR
-5.1%
+88.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.9% |
| 7D | -7.2% | -5.0% | -2.2% | -5.8% |
| 30D | -14.3% | -2.5% | -11.9% | -13.7% |
| 3M | -13.7% | +13.5% | -27.2% | -17.5% |
| 6M | -6.0% | -9.4% | +3.4% | -1.5% |
| YTD | -8.2% | -23.3% | +15.0% | +4.5% |
| 1Y | -46.2% | -31.6% | -14.6% | -35.1% |
| All | +83.6% | -5.1% | +88.7% | +101.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling