+158.9%
SN vs SFM
-35.8%
+194.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.5% | +4.3% |
| 7D | +10.6% | -12.3% | +22.9% | +9.9% |
| 30D | +20.0% | -16.2% | +36.2% | +19.1% |
| 3M | +30.4% | -36.8% | +67.2% | +27.7% |
| 6M | +91.0% | -32.6% | +123.6% | +87.1% |
| YTD | +95.9% | -31.7% | +127.7% | +94.6% |
| 1Y | +158.9% | -35.0% | +193.9% | +159.8% |
| All | +158.9% | -35.8% | +194.7% | +159.8% |
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