-39.0%
U vs SFM
+282.5%
-321.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.6% |
| 7D | -3.8% | -0.1% | -3.7% | -3.8% |
| 30D | +17.5% | -4.4% | +21.8% | +18.4% |
| 3M | +38.7% | +1.5% | +37.2% | +37.5% |
| 6M | +104.4% | +6.5% | +97.9% | +98.9% |
| YTD | -5.7% | +2.2% | -7.9% | -7.5% |
| 1Y | +3.7% | -41.9% | +45.6% | +15.0% |
| 3Y | +12.3% | +106.8% | -94.4% | -9.3% |
| 5Y | -68.8% | +231.6% | -300.4% | -76.8% |
| All | -39.0% | +282.5% | -321.6% | -59.8% |
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