+89.8%
SFM vs BR
+641.2%
-551.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.5% | -4.0% | -5.7% |
| 7D | -5.8% | -5.9% | +0.1% | -4.0% |
| 30D | -11.4% | +1.9% | -13.3% | -12.0% |
| 3M | -12.2% | +14.7% | -26.8% | -16.3% |
| 6M | -5.2% | -12.8% | +7.6% | -1.6% |
| YTD | -4.5% | -23.0% | +18.6% | +3.2% |
| 1Y | -45.4% | -31.7% | -13.7% | -38.6% |
| 3Y | +91.1% | -4.8% | +95.9% | +92.2% |
| 5Y | +226.8% | +7.8% | +219.0% | +210.9% |
| 10Y | +291.9% | +184.1% | +107.8% | +167.9% |
| All | +89.8% | +641.2% | -551.4% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling