+86.2%
SU vs SFM
-35.8%
+122.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.6% | -8.2% | -4.4% |
| 7D | -7.1% | -12.3% | +5.2% | -6.9% |
| 30D | +4.8% | -16.2% | +21.0% | +4.8% |
| 3M | +12.5% | -36.8% | +49.3% | +12.7% |
| 6M | +6.5% | -32.6% | +39.0% | +6.6% |
| YTD | +65.8% | -31.7% | +97.5% | +65.6% |
| 1Y | +86.2% | -35.0% | +121.1% | +84.7% |
| All | +86.2% | -35.8% | +122.0% | +84.7% |
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