+56.4%
V vs SFM
+108.0%
-51.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.8% | -1.1% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | +2.0% | -4.4% | +6.3% | +2.2% |
| 3M | +17.4% | +1.5% | +15.8% | +17.1% |
| 6M | +17.5% | +6.5% | +11.0% | +16.8% |
| YTD | +7.6% | +2.2% | +5.4% | +7.3% |
| 1Y | +7.7% | -41.9% | +49.6% | +13.7% |
| All | +56.4% | +108.0% | -51.6% | +55.6% |
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