-45.4%
SFM vs COO
-2.5%
-42.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.7% | -3.8% | -5.9% |
| 7D | -5.8% | -2.3% | -3.5% | -5.3% |
| 30D | -11.4% | -8.8% | -2.5% | -9.7% |
| 3M | -12.2% | +1.3% | -13.5% | -12.2% |
| 6M | -5.2% | -11.6% | +6.4% | -6.0% |
| YTD | -4.5% | -17.4% | +12.9% | -4.9% |
| 1Y | -45.4% | -1.6% | -43.8% | -48.2% |
| All | -45.4% | -2.5% | -42.9% | -48.2% |
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