-51.0%
SM vs SFM
+40.3%
-91.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +1.8% |
| 7D | -25.9% | -1.2% | -24.7% | -26.1% |
| 30D | -15.1% | -24.8% | +9.6% | -11.7% |
| 3M | +4.9% | -43.7% | +48.6% | +14.6% |
| 6M | +6.1% | -37.3% | +43.4% | +12.9% |
| YTD | +63.4% | -38.4% | +101.8% | +73.2% |
| 1Y | +72.5% | -36.9% | +109.4% | +81.6% |
| 3Y | -16.9% | +20.7% | -37.6% | -26.5% |
| 5Y | -10.6% | +103.5% | -114.1% | -32.3% |
| 10Y | +11.3% | +139.7% | -128.5% | -25.7% |
| All | -51.0% | +40.3% | -91.3% | -60.9% |
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 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