+101.5%
SFM vs COO
-41.6%
+143.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.8% | -3.0% | -4.4% |
| 7D | -1.2% | +4.7% | -5.9% | -2.1% |
| 30D | -24.8% | +13.9% | -38.7% | -26.9% |
| 3M | -43.7% | -14.9% | -28.7% | -41.8% |
| 6M | -37.3% | +2.0% | -39.3% | -37.8% |
| YTD | -38.4% | -23.9% | -14.5% | -35.2% |
| 1Y | -36.9% | -9.6% | -27.3% | -36.2% |
| 3Y | +20.7% | -25.4% | +46.1% | +23.8% |
| All | +101.5% | -41.6% | +143.1% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling