+28.1%
SFM vs IAG
+227.7%
-199.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.1% | +6.8% | +1.9% |
| 7D | -0.4% | -2.1% | +1.6% | -0.4% |
| 30D | -19.2% | -6.2% | -13.0% | -19.1% |
| 3M | -40.3% | -5.1% | -35.2% | -40.3% |
| 6M | -40.9% | -10.0% | -30.9% | -40.8% |
| YTD | -35.5% | +3.9% | -39.5% | -36.4% |
| 1Y | -37.4% | +18.9% | -56.3% | -38.8% |
| 3Y | +25.5% | +651.8% | -626.3% | +9.6% |
| 5Y | +113.0% | +416.3% | -303.2% | +85.5% |
| 10Y | +136.3% | +377.4% | -241.1% | +101.2% |
| All | +28.1% | +227.7% | -199.6% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 all: compounded portfolio wealth divided by compounded IAG 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…
all analysis · Full analysis span regression · 6 months rolling