+637.6%
TEAM vs SFM
+98.9%
+538.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | -17.2% | -10.2% | -7.0% | -16.1% |
| 30D | -25.1% | -23.9% | -1.2% | -22.8% |
| 3M | +3.9% | -42.3% | +46.2% | +10.3% |
| 6M | +69.1% | -40.1% | +109.2% | +77.9% |
| YTD | -4.5% | -37.8% | +33.3% | -0.4% |
| 1Y | -1.9% | -37.1% | +35.2% | +2.0% |
| 3Y | -9.3% | +21.5% | -30.9% | -11.2% |
| 5Y | -65.2% | +103.8% | -168.9% | -67.5% |
| 10Y | +467.0% | +142.0% | +325.0% | +405.1% |
| All | +637.6% | +98.9% | +538.7% | +605.7% |
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