+18.5%
SPY vs SFM
-47.5%
+66.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.5% | -0.4% |
| 7D | -0.4% | -7.2% | +6.8% | -0.3% |
| 30D | -1.4% | -14.3% | +12.9% | -1.3% |
| 3M | +3.7% | -13.7% | +17.4% | +3.8% |
| 6M | +13.0% | -6.0% | +19.0% | +12.8% |
| YTD | +12.4% | -8.2% | +20.6% | +12.5% |
| 1Y | +18.5% | -46.2% | +64.8% | +20.8% |
| All | +18.5% | -47.5% | +66.0% | +20.8% |
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