-10.5%
T vs SFM
-47.5%
+37.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.2% | -1.5% |
| 7D | -3.1% | -7.2% | +4.1% | -2.7% |
| 30D | +4.6% | -14.3% | +18.9% | +5.5% |
| 3M | +12.2% | -13.7% | +26.0% | +13.1% |
| 6M | -6.5% | -6.0% | -0.4% | -6.6% |
| YTD | +4.9% | -8.2% | +13.1% | +4.7% |
| 1Y | -10.5% | -46.2% | +35.8% | -0.6% |
| All | -10.5% | -47.5% | +37.0% | -0.6% |
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