+802.8%
TEAM vs SFM
+226.5%
+576.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -2.9% |
| 7D | -0.4% | -0.1% | -0.4% | -0.4% |
| 30D | +67.3% | -4.4% | +71.7% | +67.7% |
| 3M | +86.8% | +1.5% | +85.3% | +85.4% |
| 6M | +146.8% | +6.5% | +140.3% | +142.3% |
| YTD | +16.9% | +2.2% | +14.8% | +15.3% |
| 1Y | +12.8% | -41.9% | +54.7% | +19.1% |
| 3Y | -7.3% | +106.8% | -114.0% | -14.5% |
| 5Y | -50.7% | +231.6% | -282.3% | -56.5% |
| 10Y | +529.8% | +258.4% | +271.4% | +438.2% |
| All | +802.8% | +226.5% | +576.2% | +716.7% |
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