+1.5%
SMR vs SFM
+151.3%
-149.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.3% | -5.3% |
| 7D | +4.7% | -8.8% | +13.5% | +6.2% |
| 30D | +3.2% | -14.5% | +17.7% | +5.7% |
| 3M | +9.9% | -16.8% | +26.7% | +12.9% |
| 6M | -15.1% | -5.3% | -9.8% | -16.5% |
| YTD | -27.9% | -9.4% | -18.6% | -28.7% |
| 1Y | -70.2% | -46.2% | -24.1% | -66.3% |
| 3Y | +72.5% | +81.3% | -8.8% | +61.4% |
| All | +1.5% | +151.3% | -149.8% | -8.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling