+28.1%
SFM vs IBN
+523.4%
-495.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | -0.4% | +5.7% | -6.1% | -1.0% |
| 30D | -19.2% | +20.5% | -39.7% | -20.8% |
| 3M | -40.3% | +15.2% | -55.6% | -41.2% |
| 6M | -40.9% | +34.5% | -75.4% | -42.7% |
| YTD | -35.5% | +16.4% | -51.9% | -36.6% |
| 1Y | -37.4% | +13.5% | -51.0% | -38.4% |
| 3Y | +25.5% | +55.4% | -30.0% | +19.8% |
| 5Y | +113.0% | +73.1% | +40.0% | +100.7% |
| 10Y | +136.3% | +383.7% | -247.4% | +96.0% |
| All | +28.1% | +523.4% | -495.3% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling