+226.8%
SFM vs IBN
+56.7%
+170.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.5% | -4.0% | -6.1% |
| 7D | -5.8% | -2.2% | -3.6% | -5.5% |
| 30D | -11.4% | -2.3% | -9.1% | -11.0% |
| 3M | -12.2% | +15.9% | -28.1% | -14.1% |
| 6M | -5.2% | +5.6% | -10.8% | -5.9% |
| YTD | -4.5% | -0.1% | -4.4% | -4.4% |
| 1Y | -45.4% | -6.5% | -38.8% | -44.7% |
| 3Y | +91.1% | +29.3% | +61.8% | +85.0% |
| 5Y | +226.8% | +56.6% | +170.2% | +210.0% |
| All | +226.8% | +56.7% | +170.1% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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