-63.1%
W vs SFM
+230.0%
-293.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.3% | +1.6% |
| 7D | -4.2% | -0.1% | -4.1% | -4.2% |
| 30D | -7.6% | -4.4% | -3.2% | -6.5% |
| 3M | +37.2% | +1.5% | +35.6% | +34.5% |
| 6M | +26.3% | +6.5% | +19.8% | +18.9% |
| YTD | -1.0% | +2.2% | -3.1% | -5.8% |
| 1Y | +20.1% | -41.9% | +62.0% | +44.6% |
| 3Y | +37.8% | +106.8% | -69.0% | -18.0% |
| All | -63.1% | +230.0% | -293.1% | -81.0% |
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