+625.9%
TEAM vs SFM
+102.8%
+523.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +2.2% |
| 7D | -19.7% | -7.1% | -12.7% | -18.9% |
| 30D | -26.6% | -21.4% | -5.2% | -24.7% |
| 3M | -1.1% | -40.1% | +39.0% | +4.6% |
| 6M | +74.6% | -38.0% | +112.6% | +82.8% |
| YTD | -6.0% | -36.5% | +30.6% | -2.2% |
| 1Y | -3.2% | -35.2% | +32.0% | +0.2% |
| 3Y | -13.5% | +23.5% | -37.0% | -15.5% |
| 5Y | -65.5% | +109.7% | -175.2% | -67.9% |
| 10Y | +454.5% | +132.6% | +322.0% | +397.6% |
| All | +625.9% | +102.8% | +523.1% | +592.9% |
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 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