+171.0%
W vs SFM
+27.3%
+143.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | +0.2% | +6.0% | -5.9% | -0.8% |
| 30D | +6.8% | -19.5% | +26.3% | +9.8% |
| 3M | +10.7% | -37.0% | +47.7% | +18.9% |
| 6M | +86.3% | -41.0% | +127.4% | +101.4% |
| YTD | +11.5% | -34.6% | +46.1% | +16.7% |
| 1Y | +5.1% | -36.3% | +41.4% | +11.0% |
| 3Y | +171.0% | +24.5% | +146.5% | +121.4% |
| All | +171.0% | +27.3% | +143.7% | +121.4% |
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