+319.5%
SN vs SFM
+110.0%
+209.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.5% |
| 7D | -9.3% | -0.1% | -9.3% | -9.3% |
| 30D | -4.8% | -4.4% | -0.4% | -4.2% |
| 3M | +40.4% | +1.5% | +38.9% | +39.2% |
| 6M | +50.9% | +6.5% | +44.5% | +46.4% |
| YTD | +54.9% | +2.2% | +52.8% | +51.4% |
| 1Y | +43.0% | -41.9% | +84.9% | +60.3% |
| 3Y | +391.8% | +106.8% | +285.1% | +403.4% |
| All | +319.5% | +110.0% | +209.5% | +327.0% |
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