+33.9%
TER vs SFM
-37.1%
+71.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.0% | +11.8% | +12.9% |
| 7D | -5.8% | -10.2% | +4.5% | -7.2% |
| 30D | -38.9% | -23.9% | -15.0% | -40.9% |
| 3M | -35.1% | -42.3% | +7.1% | -40.2% |
| 6M | -31.6% | -40.1% | +8.6% | -36.4% |
| YTD | +27.2% | -37.8% | +65.0% | +21.1% |
| All | +33.9% | -37.1% | +71.0% | +26.0% |
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