+102.9%
SFM vs IAG
+291.6%
-188.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.0% |
| 7D | -0.1% | -0.5% | +0.5% | -0.1% |
| 30D | -4.4% | +28.9% | -33.3% | -5.6% |
| 3M | +1.5% | +19.1% | -17.6% | +0.4% |
| 6M | +6.5% | -10.3% | +16.7% | +6.5% |
| YTD | +2.2% | +24.2% | -22.0% | 0.0% |
| 1Y | -41.9% | +116.5% | -158.4% | -45.1% |
| 3Y | +106.8% | +742.8% | -636.0% | +79.7% |
| 5Y | +231.6% | +753.3% | -521.8% | +182.5% |
| 10Y | +258.4% | +403.2% | -144.8% | +203.0% |
| All | +102.9% | +291.6% | -188.6% | +68.1% |
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