+23.6%
SFM vs IBN
+524.5%
-500.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | -10.2% | +14.6% | -24.8% | -11.5% |
| 30D | -23.9% | +23.5% | -47.4% | -25.6% |
| 3M | -42.3% | +14.0% | -56.3% | -43.1% |
| 6M | -40.1% | +31.1% | -71.3% | -41.8% |
| YTD | -37.8% | +16.6% | -54.3% | -38.9% |
| 1Y | -37.1% | +14.9% | -52.0% | -38.1% |
| 3Y | +21.5% | +56.9% | -35.3% | +16.0% |
| 5Y | +103.8% | +69.7% | +34.1% | +92.4% |
| 10Y | +142.0% | +365.4% | -223.4% | +101.4% |
| All | +23.6% | +524.5% | -500.8% | -2.0% |
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 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