+2,197.8%
TER vs SFM
+132.6%
+2,065.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.6% | +5.2% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -8.3% | -4.4% | -3.9% | -7.9% |
| 3M | -12.2% | +1.5% | -13.7% | -12.9% |
| 6M | +17.1% | +6.5% | +10.6% | +14.7% |
| YTD | +84.7% | +2.2% | +82.5% | +81.5% |
| 1Y | +199.9% | -41.9% | +241.8% | +217.4% |
| 3Y | +232.8% | +106.8% | +126.0% | +184.6% |
| 5Y | +198.6% | +231.6% | -33.0% | +132.8% |
| 10Y | +1,669.7% | +258.4% | +1,411.3% | +1,195.6% |
| All | +2,197.8% | +132.6% | +2,065.2% | +1,740.8% |
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