+77.0%
SO vs SFM
+105.4%
-28.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.8% | -0.7% |
| 7D | -1.5% | -1.2% | -0.3% | -1.4% |
| 30D | +8.1% | -24.8% | +32.8% | +10.2% |
| 3M | +0.2% | -43.7% | +43.9% | +4.6% |
| 6M | +0.4% | -37.3% | +37.6% | +3.5% |
| YTD | +8.5% | -38.4% | +46.9% | +11.7% |
| 1Y | +4.9% | -36.9% | +41.9% | +7.8% |
| 3Y | +47.9% | +20.7% | +27.2% | +33.4% |
| All | +77.0% | +105.4% | -28.3% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling