+67.1%
V vs SFM
+219.5%
-152.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -1.3% |
| 7D | -1.1% | -5.8% | +4.7% | -0.7% |
| 30D | +1.9% | -11.4% | +13.2% | +2.6% |
| 3M | +15.5% | -12.2% | +27.7% | +16.3% |
| 6M | +16.6% | -5.2% | +21.8% | +16.7% |
| YTD | +5.7% | -4.5% | +10.2% | +5.7% |
| 1Y | +8.6% | -45.4% | +53.9% | +13.3% |
| 3Y | +52.5% | +91.1% | -38.6% | +45.9% |
| 5Y | +67.1% | +226.8% | -159.7% | +59.7% |
| All | +67.1% | +219.5% | -152.4% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling