-35.0%
SFM vs TENB
+64.9%
-99.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +3.0% | +3.7% |
| 7D | -12.3% | -2.8% | -9.4% | -12.4% |
| 30D | -16.2% | +22.9% | -39.1% | -16.2% |
| 3M | -36.8% | +31.7% | -68.5% | -36.8% |
| 6M | -32.6% | +127.3% | -159.8% | -31.4% |
| YTD | -31.7% | +101.2% | -132.9% | -31.2% |
| 1Y | -35.0% | +68.7% | -103.7% | -33.7% |
| All | -35.0% | +64.9% | -99.9% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 1y: compounded portfolio wealth divided by compounded TENB 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…
1y analysis · Full analysis span regression · 6 months rolling