-36.3%
SFM vs MDY
+14.2%
-50.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.3% |
| 7D | +6.0% | +2.3% | +3.8% | +6.4% |
| 30D | -19.5% | +2.0% | -21.5% | -19.0% |
| 3M | -37.0% | -5.6% | -31.4% | -37.6% |
| 6M | -41.0% | +1.3% | -42.3% | -40.5% |
| YTD | -34.6% | +12.3% | -47.0% | -34.0% |
| 1Y | -36.3% | +15.8% | -52.0% | -35.9% |
| All | -36.3% | +14.2% | -50.4% | -35.9% |
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