+20.7%
SFM vs COO
-25.3%
+46.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.8% | -3.0% | -4.5% |
| 7D | -1.2% | +4.7% | -5.9% | -1.9% |
| 30D | -24.8% | +13.9% | -38.7% | -26.4% |
| 3M | -43.7% | -14.9% | -28.7% | -42.4% |
| 6M | -37.3% | +2.0% | -39.3% | -37.5% |
| YTD | -38.4% | -23.9% | -14.5% | -36.5% |
| 1Y | -36.9% | -9.6% | -27.3% | -36.5% |
| 3Y | +20.7% | -25.4% | +46.1% | +21.7% |
| All | +20.7% | -25.3% | +46.0% | +21.7% |
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 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