-6.6%
TEAM vs SFM
-38.0%
+31.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.6% | -4.0% |
| 7D | -22.2% | -6.9% | -15.3% | -21.9% |
| 30D | -28.1% | -25.0% | -3.2% | -27.4% |
| 3M | -2.2% | -42.7% | +40.6% | -2.6% |
| 6M | +62.2% | -41.0% | +103.2% | +60.2% |
| YTD | -8.4% | -38.7% | +30.3% | -9.5% |
| 1Y | -6.6% | -38.1% | +31.5% | -7.8% |
| All | -6.6% | -38.0% | +31.4% | -7.8% |
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 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