+226.8%
SFM vs EXEL
+195.7%
+31.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.3% | -4.2% | -6.3% |
| 7D | -5.8% | +1.4% | -7.2% | -5.9% |
| 30D | -11.4% | +6.7% | -18.0% | -12.0% |
| 3M | -12.2% | +11.5% | -23.7% | -13.4% |
| 6M | -5.2% | +38.8% | -44.0% | -9.0% |
| YTD | -4.5% | +31.6% | -36.0% | -7.9% |
| 1Y | -45.4% | +53.0% | -98.4% | -48.5% |
| 3Y | +91.1% | +160.8% | -69.7% | +65.7% |
| 5Y | +226.8% | +190.1% | +36.7% | +168.4% |
| All | +226.8% | +195.7% | +31.0% | +168.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling