+24.5%
SFM vs BR
+14.9%
+9.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +6.0% | +1.1% | +5.0% | +5.7% |
| 30D | -19.5% | +14.4% | -33.8% | -22.7% |
| 3M | -37.0% | +12.4% | -49.4% | -39.3% |
| 6M | -41.0% | +35.4% | -76.5% | -46.9% |
| YTD | -34.6% | -12.2% | -22.5% | -28.2% |
| 1Y | -36.3% | -12.7% | -23.5% | -29.8% |
| 3Y | +24.5% | +14.3% | +10.3% | +27.6% |
| All | +24.5% | +14.9% | +9.6% | +27.6% |
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