+82.8%
SPY vs SFM
+241.7%
-159.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.7% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.1% | -4.4% | +4.4% | +0.4% |
| 3M | +2.0% | +1.5% | +0.5% | +1.5% |
| 6M | +13.0% | +6.5% | +6.5% | +11.4% |
| YTD | +13.5% | +2.2% | +11.4% | +12.3% |
| 1Y | +20.0% | -41.9% | +61.9% | +27.2% |
| 3Y | +77.2% | +106.8% | -29.6% | +57.0% |
| All | +82.8% | +241.7% | -159.0% | +53.8% |
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 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