-64.7%
TE vs SFM
-39.0%
-25.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +4.0% |
| 7D | -22.0% | -7.1% | -14.9% | -24.1% |
| 30D | -33.6% | -21.4% | -12.2% | -37.4% |
| 3M | -61.1% | -40.1% | -21.0% | -66.3% |
| 6M | -64.7% | -38.0% | -26.7% | -67.9% |
| All | -64.7% | -39.0% | -25.7% | -67.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling