+142.0%
W vs SFM
+18.5%
+123.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.4% | -0.7% |
| 7D | -3.6% | -1.2% | -2.4% | -3.4% |
| 30D | +7.0% | -24.8% | +31.7% | +11.1% |
| 3M | +7.4% | -43.7% | +51.1% | +17.4% |
| 6M | +69.3% | -37.3% | +106.6% | +79.2% |
| YTD | +11.3% | -38.4% | +49.7% | +17.5% |
| 1Y | +13.2% | -36.9% | +50.1% | +18.6% |
| 3Y | +142.0% | +20.7% | +121.4% | +115.7% |
| All | +142.0% | +18.5% | +123.5% | +115.7% |
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 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