+13.5%
U vs SFM
+96.9%
-83.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.5% | +9.1% | +3.7% |
| 7D | +4.5% | -5.8% | +10.3% | +5.5% |
| 30D | -0.6% | -11.4% | +10.8% | +1.3% |
| 3M | +48.4% | -12.2% | +60.6% | +51.1% |
| 6M | +115.4% | -5.2% | +120.5% | +114.7% |
| YTD | -3.2% | -4.5% | +1.3% | -3.8% |
| 1Y | -6.0% | -45.4% | +39.3% | +7.1% |
| 3Y | +13.5% | +91.1% | -77.6% | -19.1% |
| All | +13.5% | +96.9% | -83.4% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling