+52.6%
SN vs SFM
-45.2%
+97.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +1.5% |
| 7D | +0.1% | -5.8% | +5.9% | +0.6% |
| 30D | -5.6% | -11.4% | +5.8% | -4.8% |
| 3M | +48.1% | -12.2% | +60.3% | +49.0% |
| 6M | +57.6% | -5.2% | +62.8% | +56.5% |
| YTD | +56.5% | -4.5% | +61.0% | +55.4% |
| 1Y | +52.6% | -45.4% | +97.9% | +66.7% |
| All | +52.6% | -45.2% | +97.8% | +66.7% |
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