-3.6%
SMR vs SFM
+183.3%
-186.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.1% |
| 7D | +4.4% | -0.1% | +4.5% | +4.4% |
| 30D | +3.4% | -4.4% | +7.8% | +4.0% |
| 3M | -19.2% | +1.5% | -20.7% | -20.0% |
| 6M | -22.6% | +6.5% | -29.1% | -25.4% |
| YTD | -31.5% | +2.2% | -33.7% | -33.6% |
| 1Y | -73.1% | -41.9% | -31.2% | -69.7% |
| 3Y | +55.0% | +106.8% | -51.8% | +42.0% |
| All | -3.6% | +183.3% | -186.9% | -14.4% |
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 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