-48.8%
TE vs SFM
-34.4%
-14.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.6% | -9.1% | -7.1% |
| 7D | -13.6% | -0.4% | -13.2% | -13.7% |
| 30D | -37.7% | -19.2% | -18.4% | -39.6% |
| 3M | -59.8% | -40.3% | -19.5% | -63.0% |
| 6M | -66.3% | -40.9% | -25.5% | -68.6% |
| YTD | -70.5% | -35.5% | -35.0% | -70.5% |
| 1Y | -48.8% | -37.4% | -11.4% | -47.2% |
| All | -48.8% | -34.4% | -14.4% | -47.2% |
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