+586.2%
SHW vs SFM
+44.5%
+541.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -0.3% |
| 7D | -2.1% | -7.1% | +4.9% | -1.3% |
| 30D | +11.1% | -21.4% | +32.5% | +13.6% |
| 3M | -2.2% | -40.1% | +37.9% | +3.0% |
| 6M | +14.3% | -38.0% | +52.4% | +19.6% |
| YTD | +10.6% | -36.5% | +47.1% | +14.9% |
| 1Y | +4.1% | -35.2% | +39.3% | +7.8% |
| 3Y | +42.9% | +23.5% | +19.4% | +35.9% |
| 5Y | +14.2% | +109.7% | -95.5% | +1.0% |
| 10Y | +346.7% | +132.6% | +214.2% | +281.9% |
| All | +586.2% | +44.5% | +541.7% | +541.0% |
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