+27.3%
V vs SFM
-38.0%
+65.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | +0.6% | -6.9% | +7.5% | +0.7% |
| 30D | +9.7% | -25.0% | +34.7% | +9.5% |
| 3M | +17.3% | -42.7% | +60.0% | +16.7% |
| 6M | +33.2% | -41.0% | +74.2% | +32.9% |
| YTD | +21.3% | -38.7% | +60.0% | +23.4% |
| 1Y | +27.3% | -38.1% | +65.5% | +29.2% |
| All | +27.3% | -38.0% | +65.3% | +29.2% |
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