+80.0%
SFM vs SNY
+41.7%
+38.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -8.8% | -3.6% | -5.1% | -8.1% |
| 30D | -14.5% | -1.9% | -12.5% | -14.1% |
| 3M | -16.8% | -2.0% | -14.9% | -16.6% |
| 6M | -5.3% | +2.5% | -7.9% | -6.0% |
| YTD | -9.4% | -7.0% | -2.4% | -8.5% |
| 1Y | -46.2% | -4.4% | -41.8% | -46.0% |
| 3Y | +81.3% | -8.4% | +89.7% | +79.6% |
| 5Y | +211.9% | +9.5% | +202.3% | +192.6% |
| 10Y | +268.4% | +64.3% | +204.1% | +214.5% |
| All | +80.0% | +41.7% | +38.3% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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