-1.6%
SW vs SFM
+118.6%
-120.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.1% | +3.6% | -1.4% |
| 7D | +4.7% | +7.5% | -2.8% | +4.5% |
| 30D | +5.0% | -20.8% | +25.8% | +5.5% |
| 3M | -7.3% | -39.4% | +32.0% | -6.0% |
| 6M | +15.0% | -34.5% | +49.5% | +16.2% |
| YTD | +18.5% | -35.2% | +53.8% | +19.6% |
| 1Y | +27.1% | -35.3% | +62.4% | +28.3% |
| 3Y | +49.3% | +23.9% | +25.4% | +61.3% |
| 5Y | -1.6% | +113.8% | -115.5% | +19.3% |
| All | -1.6% | +118.6% | -120.2% | +19.3% |
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 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