+101.5%
SFM vs FDS
-22.8%
+124.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.7% | -1.2% | -3.9% |
| 7D | -1.2% | -0.5% | -0.7% | -0.9% |
| 30D | -24.8% | +20.2% | -45.0% | -28.0% |
| 3M | -43.7% | +19.9% | -63.6% | -46.3% |
| 6M | -37.3% | +56.2% | -93.4% | -45.5% |
| YTD | -38.4% | +14.6% | -52.9% | -41.0% |
| 1Y | -36.9% | +31.6% | -68.5% | -42.8% |
| 3Y | +20.7% | -23.8% | +44.5% | +32.4% |
| All | +101.5% | -22.8% | +124.2% | +114.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling