+102.9%
SFM vs IBN
+449.2%
-346.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +2.9% |
| 7D | -0.1% | +1.4% | -1.5% | -0.2% |
| 30D | -4.4% | -0.3% | -4.0% | -4.3% |
| 3M | +1.5% | +17.1% | -15.6% | -0.1% |
| 6M | +6.5% | +3.4% | +3.1% | +6.0% |
| YTD | +2.2% | +2.5% | -0.4% | +1.8% |
| 1Y | -41.9% | -4.2% | -37.7% | -41.7% |
| 3Y | +106.8% | +32.4% | +74.4% | +100.8% |
| 5Y | +231.6% | +59.2% | +172.4% | +215.4% |
| 10Y | +258.4% | +345.7% | -87.2% | +199.3% |
| All | +102.9% | +449.2% | -346.3% | +63.1% |
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