+102.7%
T vs SFM
+41.7%
+61.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | +1.7% | -10.2% | +11.9% | +2.6% |
| 30D | -1.7% | -23.9% | +22.2% | +0.2% |
| 3M | -7.3% | -42.3% | +34.9% | -3.5% |
| 6M | -11.2% | -40.1% | +28.9% | -8.0% |
| YTD | -8.1% | -37.8% | +29.7% | -5.3% |
| 1Y | -8.0% | -37.1% | +29.1% | -5.4% |
| 3Y | +62.1% | +21.5% | +40.6% | +56.4% |
| 5Y | +55.7% | +103.8% | -48.1% | +41.7% |
| 10Y | +54.1% | +142.0% | -87.9% | +34.6% |
| All | +102.7% | +41.7% | +61.0% | +81.6% |
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 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