-35.0%
SFM vs MDY
+17.5%
-52.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.8% |
| 7D | -12.3% | +1.7% | -14.0% | -11.9% |
| 30D | -16.2% | +1.2% | -17.4% | -15.9% |
| 3M | -36.8% | -3.5% | -33.3% | -37.0% |
| 6M | -32.6% | +3.5% | -36.1% | -31.9% |
| YTD | -31.7% | +13.6% | -45.3% | -31.4% |
| 1Y | -35.0% | +17.1% | -52.1% | -35.6% |
| All | -35.0% | +17.5% | -52.5% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling