+114.0%
SM vs SFM
+219.5%
-105.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.5% | +10.1% | +4.3% |
| 7D | -0.2% | -5.8% | +5.7% | +0.4% |
| 30D | +31.5% | -11.4% | +42.9% | +33.0% |
| 3M | +17.3% | -12.2% | +29.5% | +18.6% |
| 6M | +48.5% | -5.2% | +53.7% | +48.1% |
| YTD | +106.3% | -4.5% | +110.7% | +105.1% |
| 1Y | +47.3% | -45.4% | +92.7% | +58.8% |
| 3Y | -1.4% | +91.1% | -92.5% | -11.6% |
| 5Y | +114.0% | +226.8% | -112.7% | +88.2% |
| All | +114.0% | +219.5% | -105.5% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling