+211.9%
SFM vs BR
+7.7%
+204.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -8.8% | -6.0% | -2.8% | -6.8% |
| 30D | -14.5% | -0.9% | -13.6% | -14.3% |
| 3M | -16.8% | +16.4% | -33.2% | -21.8% |
| 6M | -5.3% | -8.2% | +2.8% | -2.5% |
| YTD | -9.4% | -23.2% | +13.8% | +1.1% |
| 1Y | -46.2% | -30.9% | -15.2% | -37.0% |
| 3Y | +81.3% | -5.0% | +86.3% | +83.5% |
| 5Y | +211.9% | +8.8% | +203.1% | +176.3% |
| All | +211.9% | +7.7% | +204.2% | +176.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling