+244.7%
SO vs SFM
+132.6%
+112.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.0% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -4.6% | -4.4% | -0.2% | -4.3% |
| 3M | -3.0% | +1.5% | -4.6% | -3.4% |
| 6M | -8.3% | +6.5% | -14.7% | -9.1% |
| YTD | +3.5% | +2.2% | +1.4% | +2.8% |
| 1Y | -0.9% | -41.9% | +41.0% | +2.7% |
| 3Y | +45.4% | +106.8% | -61.4% | +32.3% |
| 5Y | +59.6% | +231.6% | -172.0% | +37.6% |
| 10Y | +156.6% | +258.4% | -101.8% | +113.4% |
| All | +244.7% | +132.6% | +112.1% | +186.3% |
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