+102.9%
SFM vs BTG
+143.5%
-40.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +2.9% |
| 7D | -0.1% | -0.9% | +0.8% | -0.1% |
| 30D | -4.4% | +36.8% | -41.2% | -6.1% |
| 3M | +1.5% | +23.1% | -21.6% | +0.2% |
| 6M | +6.5% | +3.5% | +3.0% | +5.8% |
| YTD | +2.2% | +25.5% | -23.3% | +0.1% |
| 1Y | -41.9% | +40.1% | -82.0% | -43.6% |
| 3Y | +106.8% | +101.1% | +5.6% | +94.6% |
| 5Y | +231.6% | +70.6% | +161.0% | +212.6% |
| 10Y | +258.4% | +152.1% | +106.3% | +231.0% |
| All | +102.9% | +143.5% | -40.5% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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