+11.1%
SMR vs SFM
+164.9%
-153.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -6.5% | +21.8% | +16.4% |
| 7D | +21.4% | -5.8% | +27.2% | +22.4% |
| 30D | +13.8% | -11.4% | +25.2% | +15.9% |
| 3M | +3.9% | -12.2% | +16.1% | +5.6% |
| 6M | -4.2% | -5.2% | +1.0% | -5.5% |
| YTD | -21.1% | -4.5% | -16.6% | -22.7% |
| 1Y | -67.1% | -45.4% | -21.7% | -62.6% |
| 3Y | +88.9% | +91.1% | -2.2% | +75.0% |
| All | +11.1% | +164.9% | -153.8% | -0.4% |
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