+102.9%
SFM vs COO
+117.2%
-14.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.2% |
| 7D | -0.1% | -2.2% | +2.1% | +0.4% |
| 30D | -4.4% | -7.0% | +2.6% | -3.0% |
| 3M | +1.5% | +12.2% | -10.7% | -0.9% |
| 6M | +6.5% | -15.1% | +21.6% | +9.6% |
| YTD | +2.2% | -15.1% | +17.3% | +5.1% |
| 1Y | -41.9% | +2.3% | -44.2% | -42.6% |
| 3Y | +106.8% | -23.7% | +130.4% | +112.9% |
| 5Y | +231.6% | -38.9% | +270.5% | +251.9% |
| 10Y | +258.4% | +49.9% | +208.5% | +208.1% |
| All | +102.9% | +117.2% | -14.3% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling