+42.1%
U vs SFM
-36.8%
+78.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.9% | +5.2% |
| 7D | +2.6% | +6.0% | -3.5% | +2.6% |
| 30D | +27.6% | -19.5% | +47.0% | +28.2% |
| 3M | +15.3% | -37.0% | +52.4% | +17.3% |
| 6M | +96.4% | -41.0% | +137.4% | +99.7% |
| YTD | +19.6% | -34.6% | +54.2% | +23.5% |
| 1Y | +42.1% | -36.3% | +78.4% | +46.8% |
| All | +42.1% | -36.8% | +78.9% | +46.8% |
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 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