-79.9%
TE vs SFM
+185.4%
-265.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.6% | -9.1% | -7.6% |
| 7D | -13.6% | -0.4% | -13.2% | -13.6% |
| 30D | -37.7% | -19.2% | -18.4% | -37.2% |
| 3M | -59.8% | -40.3% | -19.5% | -58.8% |
| 6M | -66.3% | -40.9% | -25.5% | -65.5% |
| YTD | -70.5% | -35.5% | -35.0% | -70.1% |
| 1Y | -48.8% | -37.4% | -11.4% | -48.0% |
| 3Y | +31.3% | +25.5% | +5.9% | +25.9% |
| 5Y | -82.0% | +113.0% | -195.1% | -83.0% |
| All | -79.9% | +185.4% | -265.4% | -80.8% |
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