+261.2%
SO vs SFM
+40.3%
+221.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.1% |
| 3M | +0.2% | -43.7% | +43.9% | +4.5% |
| 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% | +40.1% |
| 5Y | +75.7% | +103.5% | -27.8% | +56.9% |
| 10Y | +178.0% | +139.7% | +38.2% | +139.5% |
| All | +261.2% | +40.3% | +221.0% | +211.1% |
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