-2.3%
SW vs SFM
+230.0%
-232.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +1.2% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | -4.6% | -4.4% | -0.2% | -4.5% |
| 3M | +9.4% | +1.5% | +7.9% | +9.2% |
| 6M | +3.5% | +6.5% | -3.0% | +2.9% |
| YTD | +22.0% | +2.2% | +19.9% | +21.6% |
| 1Y | +2.2% | -41.9% | +44.1% | +4.2% |
| 3Y | +19.6% | +106.8% | -87.2% | +27.9% |
| All | -2.3% | +230.0% | -232.3% | +10.9% |
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