+101.1%
T vs SFM
+40.3%
+60.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +4.0% | -0.5% |
| 7D | +1.0% | -1.2% | +2.2% | +1.0% |
| 30D | -10.6% | -24.8% | +14.2% | -8.8% |
| 3M | -7.7% | -43.7% | +36.0% | -3.7% |
| 6M | -13.3% | -37.3% | +24.0% | -10.5% |
| YTD | -8.8% | -38.4% | +29.6% | -6.0% |
| 1Y | -8.4% | -36.9% | +28.5% | -5.8% |
| 3Y | +59.6% | +20.7% | +39.0% | +54.1% |
| 5Y | +52.1% | +103.5% | -51.4% | +38.4% |
| 10Y | +56.9% | +139.7% | -82.9% | +37.1% |
| All | +101.1% | +40.3% | +60.8% | +80.3% |
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