+209.8%
W vs SFM
+71.7%
+138.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.3% |
| 7D | +3.3% | -10.2% | +13.5% | +6.5% |
| 30D | +10.5% | -23.9% | +34.4% | +17.4% |
| 3M | +9.6% | -42.3% | +51.9% | +25.7% |
| 6M | +76.4% | -40.1% | +116.5% | +97.6% |
| YTD | +16.4% | -37.8% | +54.2% | +26.2% |
| 1Y | +9.3% | -37.1% | +46.4% | +18.1% |
| 3Y | +172.8% | +21.5% | +151.3% | +128.7% |
| 5Y | -53.4% | +103.8% | -157.1% | -66.6% |
| 10Y | +243.6% | +142.0% | +101.7% | +126.7% |
| All | +209.8% | +71.7% | +138.1% | +85.4% |
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