+50.3%
TER vs SFM
-36.1%
+86.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.5% | +4.8% | +8.7% |
| 7D | +5.9% | -7.1% | +13.0% | +4.6% |
| 30D | -30.8% | -21.4% | -9.4% | -32.7% |
| 3M | -29.9% | -40.1% | +10.1% | -35.2% |
| 6M | -27.5% | -38.0% | +10.6% | -32.4% |
| YTD | +37.5% | -36.5% | +74.0% | +30.9% |
| 1Y | +50.3% | -35.2% | +85.4% | +42.2% |
| All | +50.3% | -36.1% | +86.4% | +42.2% |
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