+89.8%
SFM vs MTCH
+208.6%
-118.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.7% | -4.8% | -6.3% |
| 7D | -5.8% | -1.8% | -4.0% | -5.7% |
| 30D | -11.4% | +10.4% | -21.8% | -12.1% |
| 3M | -12.2% | +21.0% | -33.2% | -13.8% |
| 6M | -5.2% | +36.6% | -41.8% | -8.0% |
| YTD | -4.5% | +29.7% | -34.1% | -7.0% |
| 1Y | -45.4% | +8.6% | -54.0% | -46.0% |
| 3Y | +91.1% | -2.7% | +93.8% | +88.3% |
| 5Y | +226.8% | -72.9% | +299.7% | +244.9% |
| 10Y | +291.9% | +185.0% | +106.9% | +208.6% |
| All | +89.8% | +208.6% | -118.9% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling