-37.4%
SFM vs FDS
+23.2%
-60.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +1.8% |
| 7D | -0.4% | -2.6% | +2.1% | -0.1% |
| 30D | -19.2% | +14.1% | -33.3% | -20.2% |
| 3M | -40.3% | +19.8% | -60.1% | -41.3% |
| 6M | -40.9% | +55.0% | -95.8% | -44.5% |
| YTD | -35.5% | +15.9% | -51.4% | -36.1% |
| 1Y | -37.4% | +24.2% | -61.6% | -39.1% |
| All | -37.4% | +23.2% | -60.7% | -39.1% |
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