+585.4%
SHW vs SFM
+39.6%
+545.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +4.2% | -6.9% | +11.1% | +5.1% |
| 30D | +11.3% | -25.0% | +36.2% | +14.4% |
| 3M | -1.8% | -42.7% | +40.9% | +3.9% |
| 6M | +12.7% | -41.0% | +53.7% | +18.6% |
| YTD | +10.4% | -38.7% | +49.1% | +15.2% |
| 1Y | +4.7% | -38.1% | +42.8% | +9.0% |
| 3Y | +42.7% | +19.3% | +23.3% | +36.3% |
| 5Y | +14.5% | +103.1% | -88.6% | +1.7% |
| 10Y | +340.7% | +131.1% | +209.7% | +277.0% |
| All | +585.4% | +39.6% | +545.7% | +542.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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