+71.6%
SM vs SFM
-35.8%
+107.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +3.6% | -18.9% | -15.0% |
| 7D | -21.5% | -12.3% | -9.2% | -21.3% |
| 30D | -11.4% | -16.2% | +4.8% | -11.3% |
| 3M | +0.6% | -36.8% | +37.4% | +0.1% |
| 6M | +0.2% | -32.6% | +32.8% | -0.2% |
| YTD | +69.7% | -31.7% | +101.4% | +70.9% |
| 1Y | +71.6% | -35.0% | +106.6% | +72.9% |
| All | +71.6% | -35.8% | +107.4% | +72.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling