+136.1%
T vs SFM
+132.6%
+3.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -2.2% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +11.4% | -4.4% | +15.7% | +11.7% |
| 3M | +14.3% | +1.5% | +12.8% | +13.9% |
| 6M | -9.3% | +6.5% | -15.7% | -10.2% |
| YTD | +7.1% | +2.2% | +4.9% | +6.3% |
| 1Y | -9.1% | -41.9% | +32.8% | -5.7% |
| 3Y | +105.3% | +106.8% | -1.4% | +90.2% |
| 5Y | +66.8% | +231.6% | -164.8% | +46.3% |
| 10Y | +66.8% | +258.4% | -191.6% | +40.9% |
| All | +136.1% | +132.6% | +3.5% | +103.8% |
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