-42.9%
TER vs SFM
-37.6%
-5.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.8% | +7.4% | +1.7% |
| 7D | -20.5% | -1.2% | -19.3% | -20.3% |
| 30D | -47.0% | -24.8% | -22.2% | -49.5% |
| 3M | -43.3% | -43.7% | +0.4% | -50.4% |
| 6M | -42.9% | -37.3% | -5.6% | -47.4% |
| All | -42.9% | -37.6% | -5.3% | -47.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling