+211.9%
SFM vs MTCH
-72.5%
+284.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.4% |
| 7D | -8.8% | -1.4% | -7.3% | -8.6% |
| 30D | -14.5% | +13.6% | -28.1% | -15.8% |
| 3M | -16.8% | +22.4% | -39.2% | -19.1% |
| 6M | -5.3% | +37.2% | -42.5% | -9.5% |
| YTD | -9.4% | +31.8% | -41.2% | -13.1% |
| 1Y | -46.2% | +12.9% | -59.1% | -47.3% |
| 3Y | +81.3% | -1.1% | +82.4% | +77.0% |
| 5Y | +211.9% | -73.5% | +285.4% | +211.2% |
| All | +211.9% | -72.5% | +284.4% | +211.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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