-7.4%
T vs SFM
-38.0%
+30.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.1% | +0.7% |
| 7D | +2.6% | -6.9% | +9.5% | +3.0% |
| 30D | -1.1% | -25.0% | +23.9% | +0.5% |
| 3M | -7.7% | -42.7% | +35.0% | -5.1% |
| 6M | -10.6% | -41.0% | +30.4% | -8.2% |
| YTD | -7.5% | -38.7% | +31.2% | -5.5% |
| 1Y | -7.4% | -38.1% | +30.7% | -5.9% |
| All | -7.4% | -38.0% | +30.6% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling