+102.9%
SFM vs MDY
+259.3%
-156.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.8% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -4.4% | -1.5% | -2.9% | -3.7% |
| 3M | +1.5% | +0.8% | +0.8% | +1.0% |
| 6M | +6.5% | +7.4% | -0.9% | +2.2% |
| YTD | +2.2% | +15.2% | -13.0% | -5.5% |
| 1Y | -41.9% | +16.5% | -58.4% | -46.5% |
| 3Y | +106.8% | +46.8% | +60.0% | +69.0% |
| 5Y | +231.6% | +46.0% | +185.5% | +169.0% |
| 10Y | +258.4% | +172.1% | +86.4% | +95.1% |
| All | +102.9% | +259.3% | -156.4% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling