-37.2%
SFM vs COO
-8.8%
-28.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.3% |
| 7D | -10.2% | +4.3% | -14.5% | -11.2% |
| 30D | -23.9% | +17.6% | -41.5% | -26.7% |
| 3M | -42.3% | -13.9% | -28.4% | -40.4% |
| 6M | -40.1% | +6.6% | -46.7% | -40.7% |
| YTD | -37.8% | -22.0% | -15.8% | -37.9% |
| All | -37.2% | -8.8% | -28.4% | -39.7% |
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