-40.4%
SM vs SFM
+132.6%
-172.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.4% | -3.1% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +26.3% | -4.4% | +30.7% | +27.0% |
| 3M | +8.7% | +1.5% | +7.2% | +7.5% |
| 6M | +51.7% | +6.5% | +45.2% | +47.8% |
| YTD | +99.0% | +2.2% | +96.9% | +94.9% |
| 1Y | +34.6% | -41.9% | +76.5% | +46.7% |
| 3Y | -7.8% | +106.8% | -114.5% | -25.3% |
| 5Y | +104.8% | +231.6% | -126.8% | +43.6% |
| 10Y | +7.2% | +258.4% | -251.2% | -31.7% |
| All | -40.4% | +132.6% | -172.9% | -56.0% |
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