+163.6%
W vs SFM
+182.0%
-18.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.3% | +1.7% |
| 7D | -4.2% | -0.1% | -4.1% | -4.2% |
| 30D | -7.6% | -4.4% | -3.2% | -6.6% |
| 3M | +37.2% | +1.5% | +35.6% | +35.0% |
| 6M | +26.3% | +6.5% | +19.8% | +20.2% |
| YTD | -1.0% | +2.2% | -3.1% | -5.1% |
| 1Y | +20.1% | -41.9% | +62.0% | +36.8% |
| 3Y | +37.8% | +106.8% | -69.0% | +0.8% |
| 5Y | -63.7% | +231.6% | -295.2% | -77.0% |
| 10Y | +156.3% | +258.4% | -102.1% | +50.9% |
| All | +163.6% | +182.0% | -18.4% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling