+29.8%
SFM vs BR
+745.9%
-716.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -46.8% |
| YTD | -34.6% | -12.2% | -22.5% | -32.2% |
| 1Y | -36.3% | -12.7% | -23.5% | -33.8% |
| 3Y | +24.5% | +14.3% | +10.3% | +18.4% |
| 5Y | +115.9% | +19.3% | +96.6% | +99.2% |
| 10Y | +139.5% | +278.1% | -138.6% | +48.7% |
| All | +29.8% | +745.9% | -716.1% | -37.3% |
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 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