+24.5%
SFM vs FDS
-23.3%
+47.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | +6.0% | +1.5% | +4.6% | +5.7% |
| 30D | -19.5% | +14.8% | -34.3% | -21.5% |
| 3M | -37.0% | +16.3% | -53.3% | -39.0% |
| 6M | -41.0% | +66.2% | -107.2% | -48.5% |
| YTD | -34.6% | +16.2% | -50.9% | -36.4% |
| 1Y | -36.3% | +21.8% | -58.1% | -39.2% |
| 3Y | +24.5% | -23.9% | +48.4% | +39.5% |
| All | +24.5% | -23.3% | +47.8% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling