-6.0%
SFM vs FWONK
+16.0%
-22.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.9% | -5.9% | -4.3% |
| 7D | -7.2% | -0.6% | -6.6% | -7.1% |
| 30D | -14.3% | -5.8% | -8.5% | -13.3% |
| 3M | -13.7% | +10.0% | -23.8% | -13.7% |
| 6M | -6.0% | +14.7% | -20.7% | -5.6% |
| All | -6.0% | +16.0% | -22.1% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 6mo: compounded portfolio wealth divided by compounded FWONK 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…
6mo analysis · Full analysis span regression · 6 months rolling