-35.0%
SFM vs FDS
+31.1%
-66.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.8% | +3.3% |
| 7D | -12.3% | +9.4% | -21.7% | -13.1% |
| 30D | -16.2% | +23.8% | -40.0% | -18.1% |
| 3M | -36.8% | +25.1% | -61.9% | -38.3% |
| 6M | -32.6% | +53.8% | -86.4% | -36.8% |
| YTD | -31.7% | +19.6% | -51.3% | -32.3% |
| 1Y | -35.0% | +31.6% | -66.6% | -37.9% |
| All | -35.0% | +31.1% | -66.1% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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