+202.8%
TER vs SFM
+230.0%
-27.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.6% | +5.3% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -8.3% | -4.4% | -3.9% | -8.1% |
| 3M | -12.2% | +1.5% | -13.7% | -12.7% |
| 6M | +17.1% | +6.5% | +10.6% | +15.1% |
| YTD | +84.7% | +2.2% | +82.5% | +82.3% |
| 1Y | +199.9% | -41.9% | +241.8% | +218.3% |
| 3Y | +232.8% | +106.8% | +126.0% | +182.3% |
| All | +202.8% | +230.0% | -27.1% | +147.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling