+261.0%
SW vs SFM
+132.6%
+128.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +1.0% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | -4.6% | -4.4% | -0.2% | -4.3% |
| 3M | +9.4% | +1.5% | +7.9% | +9.0% |
| 6M | +3.5% | +6.5% | -3.0% | +2.2% |
| YTD | +22.0% | +2.2% | +19.9% | +20.9% |
| 1Y | +2.2% | -41.9% | +44.1% | +6.4% |
| 3Y | +19.6% | +106.8% | -87.2% | +11.3% |
| 5Y | -2.3% | +231.6% | -233.9% | -14.9% |
| 10Y | +181.4% | +258.4% | -77.1% | +134.4% |
| All | +261.0% | +132.6% | +128.5% | +203.4% |
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