+102.9%
SFM vs EXEL
+1,059.3%
-956.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | -0.1% | +8.4% | -8.4% | -0.5% |
| 30D | -4.4% | +4.1% | -8.4% | -4.6% |
| 3M | +1.5% | +12.4% | -10.9% | +0.8% |
| 6M | +6.5% | +41.5% | -35.1% | +4.3% |
| YTD | +2.2% | +34.6% | -32.5% | +0.3% |
| 1Y | -41.9% | +57.9% | -99.8% | -43.5% |
| 3Y | +106.8% | +159.5% | -52.7% | +95.2% |
| 5Y | +231.6% | +198.5% | +33.1% | +209.7% |
| 10Y | +258.4% | +411.4% | -152.9% | +222.5% |
| All | +102.9% | +1,059.3% | -956.4% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling