+89.8%
SFM vs MKTX
+255.7%
-165.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.5% | -6.5% |
| 7D | -5.8% | +0.4% | -6.2% | -5.9% |
| 30D | -11.4% | +1.0% | -12.3% | -11.5% |
| 3M | -12.2% | +41.3% | -53.5% | -16.7% |
| 6M | -5.2% | -11.3% | +6.2% | -4.4% |
| YTD | -4.5% | -8.6% | +4.1% | -4.1% |
| 1Y | -45.4% | -11.1% | -34.3% | -45.1% |
| 3Y | +91.1% | -24.5% | +115.6% | +92.6% |
| 5Y | +226.8% | -61.4% | +288.2% | +259.6% |
| 10Y | +291.9% | +6.8% | +285.1% | +239.5% |
| All | +89.8% | +255.7% | -165.9% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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