+6.6%
SO vs SFM
-38.0%
+44.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | -0.1% | -6.9% | +6.8% | +0.2% |
| 30D | +8.7% | -25.0% | +33.7% | +10.1% |
| 3M | +3.4% | -42.7% | +46.1% | +6.6% |
| 6M | +3.7% | -41.0% | +44.7% | +6.6% |
| YTD | +10.0% | -38.7% | +48.7% | +11.3% |
| 1Y | +6.6% | -38.1% | +44.7% | +7.7% |
| All | +6.6% | -38.0% | +44.6% | +7.7% |
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