+24.5%
SFM vs COO
-24.0%
+48.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +6.0% | +0.5% | +5.6% | +5.9% |
| 30D | -19.5% | +14.2% | -33.6% | -21.2% |
| 3M | -37.0% | -18.2% | -18.8% | -35.1% |
| 6M | -41.0% | +5.3% | -46.4% | -41.5% |
| YTD | -34.6% | -23.6% | -11.1% | -32.7% |
| 1Y | -36.3% | -12.7% | -23.6% | -35.6% |
| 3Y | +24.5% | -24.2% | +48.7% | +24.2% |
| All | +24.5% | -24.0% | +48.6% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling