+256.0%
SW vs SFM
+55.4%
+200.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.4% | +3.8% |
| 7D | +12.1% | -12.3% | +24.3% | +12.8% |
| 30D | +6.6% | -16.2% | +22.8% | +7.6% |
| 3M | -6.0% | -36.8% | +30.8% | -2.9% |
| 6M | +21.5% | -32.6% | +54.1% | +24.5% |
| YTD | +20.3% | -31.7% | +52.0% | +22.7% |
| 1Y | +28.1% | -35.0% | +63.1% | +31.2% |
| 3Y | +51.6% | +30.6% | +21.0% | +46.1% |
| 5Y | -0.1% | +136.0% | -136.1% | -11.0% |
| 10Y | +189.7% | +165.6% | +24.1% | +147.7% |
| All | +256.0% | +55.4% | +200.6% | +208.0% |
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