+225.0%
SU vs SFM
+117.5%
+107.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.3% | +1.5% |
| 7D | -1.0% | -5.8% | +4.9% | -0.4% |
| 30D | +13.7% | -11.4% | +25.0% | +15.0% |
| 3M | +8.0% | -12.2% | +20.2% | +9.2% |
| 6M | +21.0% | -5.2% | +26.2% | +20.9% |
| YTD | +56.2% | -4.5% | +60.7% | +55.7% |
| 1Y | +72.2% | -45.4% | +117.6% | +81.8% |
| 3Y | +118.1% | +91.1% | +27.0% | +95.3% |
| 5Y | +350.3% | +226.8% | +123.5% | +267.2% |
| 10Y | +248.5% | +291.9% | -43.4% | +162.8% |
| All | +225.0% | +117.5% | +107.6% | +170.3% |
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