+49.3%
SW vs SFM
+24.6%
+24.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.1% | +3.6% | -1.2% |
| 7D | +4.7% | +7.5% | -2.8% | +4.1% |
| 30D | +5.0% | -20.8% | +25.8% | +6.4% |
| 3M | -7.3% | -39.4% | +32.0% | -3.9% |
| 6M | +15.0% | -34.5% | +49.5% | +17.9% |
| YTD | +18.5% | -35.2% | +53.8% | +21.3% |
| 1Y | +27.1% | -35.3% | +62.4% | +29.9% |
| All | +49.3% | +24.6% | +24.7% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling