-44.0%
SFM vs EXEL
+52.9%
-97.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.3% | -4.2% | -6.4% |
| 7D | -5.8% | +1.4% | -7.2% | -5.8% |
| 30D | -11.4% | +6.7% | -18.0% | -11.4% |
| 3M | -12.2% | +11.5% | -23.7% | -12.4% |
| 6M | -5.2% | +38.8% | -44.0% | -6.1% |
| YTD | -4.5% | +31.6% | -36.0% | -5.2% |
| All | -44.0% | +52.9% | -97.0% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling