+212.7%
SFM vs MDY
+45.8%
+166.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.9% | -3.4% |
| 7D | -7.2% | -0.8% | -6.4% | -6.8% |
| 30D | -14.3% | -3.9% | -10.5% | -12.6% |
| 3M | -13.7% | 0.0% | -13.7% | -13.8% |
| 6M | -6.0% | +8.5% | -14.6% | -10.4% |
| YTD | -8.2% | +13.2% | -21.5% | -14.9% |
| 1Y | -46.2% | +15.0% | -61.3% | -50.5% |
| 3Y | +83.6% | +49.6% | +34.0% | +46.8% |
| 5Y | +212.7% | +46.0% | +166.7% | +152.0% |
| All | +212.7% | +45.8% | +166.9% | +152.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling