+51.7%
SM vs SFM
-47.5%
+99.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +0.5% |
| 7D | -0.2% | -7.2% | +6.9% | -0.4% |
| 30D | +20.3% | -14.3% | +34.6% | +20.0% |
| 3M | +22.9% | -13.7% | +36.6% | +22.8% |
| 6M | +47.8% | -6.0% | +53.8% | +47.3% |
| YTD | +107.5% | -8.2% | +115.7% | +106.6% |
| 1Y | +51.7% | -46.2% | +98.0% | +55.4% |
| All | +51.7% | -47.5% | +99.2% | +55.4% |
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