+543.6%
SHW vs SFM
+132.6%
+411.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.4% | +0.1% |
| 7D | -3.2% | -0.1% | -3.2% | -3.2% |
| 30D | -9.5% | -4.4% | -5.2% | -9.1% |
| 3M | +11.5% | +1.5% | +9.9% | +11.0% |
| 6M | -3.5% | +6.5% | -10.0% | -4.8% |
| YTD | +3.7% | +2.2% | +1.6% | +2.7% |
| 1Y | -7.9% | -41.9% | +34.0% | -3.2% |
| 3Y | +24.7% | +106.8% | -82.1% | +12.5% |
| 5Y | +13.6% | +231.6% | -218.0% | -4.1% |
| 10Y | +283.0% | +258.4% | +24.5% | +212.7% |
| All | +543.6% | +132.6% | +411.1% | +472.9% |
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