+106.8%
SFM vs COO
-23.4%
+130.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.1% |
| 7D | -0.1% | -2.2% | +2.1% | +0.2% |
| 30D | -4.4% | -7.0% | +2.6% | -3.4% |
| 3M | +1.5% | +12.2% | -10.7% | -0.1% |
| 6M | +6.5% | -15.1% | +21.6% | +8.0% |
| YTD | +2.2% | -15.1% | +17.3% | +3.6% |
| 1Y | -41.9% | +2.3% | -44.2% | -42.6% |
| All | +106.8% | -23.4% | +130.2% | +109.6% |
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