-45.4%
SFM vs FDS
-20.8%
-24.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.3% | -2.2% | -6.0% |
| 7D | -5.8% | -5.4% | -0.4% | -5.3% |
| 30D | -11.4% | +1.6% | -12.9% | -11.5% |
| 3M | -12.2% | +17.7% | -29.9% | -14.6% |
| 6M | -5.2% | +29.1% | -34.2% | -9.9% |
| YTD | -4.5% | +1.0% | -5.4% | -4.9% |
| 1Y | -45.4% | -21.6% | -23.8% | -43.5% |
| All | -45.4% | -20.8% | -24.6% | -43.5% |
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