+33.1%
V vs SFM
-37.6%
+70.7%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.9% | +0.3% |
| 7D | +2.2% | -1.2% | +3.4% | +2.4% |
| 30D | +13.6% | -24.8% | +38.3% | +15.0% |
| 3M | +14.3% | -43.7% | +58.0% | +18.7% |
| 6M | +33.1% | -37.3% | +70.4% | +37.1% |
| All | +33.1% | -37.6% | +70.7% | +37.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling