-79.9%
SMR vs SFM
-36.8%
-43.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.7% | -3.0% |
| 7D | -8.3% | +6.0% | -14.3% | -6.9% |
| 30D | -20.1% | -19.5% | -0.6% | -22.8% |
| 3M | -52.7% | -37.0% | -15.7% | -56.6% |
| 6M | -61.0% | -41.0% | -20.0% | -64.5% |
| YTD | -67.1% | -34.6% | -32.5% | -70.2% |
| 1Y | -79.9% | -36.3% | -43.6% | -81.9% |
| All | -79.9% | -36.8% | -43.1% | -81.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling