-5.9%
SM vs SFM
+107.8%
-113.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.4% | -2.8% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +26.3% | -4.4% | +30.7% | +26.7% |
| 3M | +8.7% | +1.5% | +7.2% | +8.0% |
| 6M | +51.7% | +6.5% | +45.2% | +49.3% |
| YTD | +99.0% | +2.2% | +96.9% | +96.8% |
| 1Y | +34.6% | -41.9% | +76.5% | +46.9% |
| All | -5.9% | +107.8% | -113.7% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling