-35.0%
SFM vs COO
-7.7%
-27.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.9% | -2.3% | +2.1% |
| 7D | -12.3% | +8.4% | -20.7% | -14.1% |
| 30D | -16.2% | +13.5% | -29.7% | -18.8% |
| 3M | -36.8% | -13.8% | -23.0% | -34.8% |
| 6M | -32.6% | +4.7% | -37.3% | -33.2% |
| YTD | -31.7% | -21.4% | -10.3% | -31.8% |
| 1Y | -35.0% | -6.7% | -28.3% | -38.7% |
| All | -35.0% | -7.7% | -27.3% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling