+66.1%
T vs SFM
+219.5%
-153.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +0.1% |
| 7D | -1.5% | -5.8% | +4.3% | -1.2% |
| 30D | +7.6% | -11.4% | +19.0% | +8.4% |
| 3M | +15.3% | -12.2% | +27.5% | +16.2% |
| 6M | -8.5% | -5.2% | -3.3% | -8.5% |
| YTD | +6.8% | -4.5% | +11.2% | +6.5% |
| 1Y | -7.2% | -45.4% | +38.1% | -3.9% |
| 3Y | +108.2% | +91.1% | +17.2% | +100.3% |
| 5Y | +66.1% | +226.8% | -160.7% | +51.9% |
| All | +66.1% | +219.5% | -153.5% | +51.9% |
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