+162.4%
SFM vs MNDY
-51.7%
+214.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -8.1% | +1.6% | -6.1% |
| 7D | -5.8% | -13.3% | +7.5% | -5.2% |
| 30D | -11.4% | -10.2% | -1.2% | -11.0% |
| 3M | -12.2% | -0.1% | -12.1% | -12.4% |
| 6M | -5.2% | +6.3% | -11.5% | -6.0% |
| YTD | -4.5% | -43.3% | +38.8% | -2.5% |
| 1Y | -45.4% | -56.1% | +10.7% | -43.7% |
| 3Y | +91.1% | -51.1% | +142.2% | +95.6% |
| 5Y | +226.8% | -78.5% | +305.3% | +225.3% |
| All | +162.4% | -51.7% | +214.1% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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