+283.6%
SFM vs TENB
+3.0%
+280.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +2.9% |
| 7D | -0.1% | -9.1% | +9.0% | +0.7% |
| 30D | -4.4% | -4.9% | +0.5% | -4.2% |
| 3M | +1.5% | +16.9% | -15.4% | -0.4% |
| 6M | +6.5% | +68.0% | -61.5% | +0.6% |
| YTD | +2.2% | +45.6% | -43.4% | -2.4% |
| 1Y | -41.9% | +12.7% | -54.6% | -43.1% |
| 3Y | +106.8% | -24.4% | +131.1% | +108.3% |
| 5Y | +231.6% | -26.7% | +258.3% | +230.2% |
| All | +283.6% | +3.0% | +280.6% | +244.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling