+607.6%
TEAM vs SFM
+96.0%
+511.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.6% | -3.9% |
| 7D | -22.2% | -6.9% | -15.3% | -21.5% |
| 30D | -28.1% | -25.0% | -3.2% | -25.8% |
| 3M | -2.2% | -42.7% | +40.6% | +4.0% |
| 6M | +62.2% | -41.0% | +103.2% | +70.9% |
| YTD | -8.4% | -38.7% | +30.3% | -4.3% |
| 1Y | -6.6% | -38.1% | +31.5% | -2.7% |
| 3Y | -15.7% | +19.3% | -35.0% | -17.3% |
| 5Y | -65.7% | +103.1% | -168.8% | -68.0% |
| 10Y | +441.0% | +131.1% | +309.9% | +385.3% |
| All | +607.6% | +96.0% | +511.6% | +578.3% |
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