-41.9%
SFM vs COO
+4.1%
-46.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.2% |
| 7D | -0.1% | -2.2% | +2.1% | +0.4% |
| 30D | -4.4% | -7.0% | +2.6% | -3.1% |
| 3M | +1.5% | +12.2% | -10.7% | -0.3% |
| 6M | +6.5% | -15.1% | +21.6% | +5.7% |
| YTD | +2.2% | -15.1% | +17.3% | +1.2% |
| 1Y | -41.9% | +2.3% | -44.2% | -45.4% |
| All | -41.9% | +4.1% | -46.0% | -45.4% |
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