+19.3%
SFM vs EXEL
+236.1%
-216.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | -6.9% | -2.4% | -4.5% | -6.6% |
| 30D | -25.0% | +17.9% | -42.9% | -26.5% |
| 3M | -42.7% | +33.3% | -76.0% | -44.7% |
| 6M | -41.0% | +46.6% | -87.6% | -43.8% |
| YTD | -38.7% | +61.0% | -99.7% | -42.5% |
| 1Y | -38.1% | +70.4% | -108.6% | -42.6% |
| 3Y | +19.3% | +236.1% | -216.8% | -10.9% |
| All | +19.3% | +236.1% | -216.8% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling