-47.2%
SFM vs TENB
-0.2%
-46.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +0.6% |
| 7D | -10.6% | -12.1% | +1.5% | -11.0% |
| 30D | -15.5% | -18.6% | +3.2% | -15.7% |
| 3M | -17.4% | +12.1% | -29.5% | -16.9% |
| 6M | -3.4% | +46.8% | -50.2% | -2.6% |
| YTD | -8.7% | +28.0% | -36.6% | -8.8% |
| 1Y | -47.2% | -1.4% | -45.8% | -46.8% |
| All | -47.2% | -0.2% | -46.9% | -46.8% |
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