-40.9%
XE vs SFM
+2.3%
-43.1%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.9% | -5.9% | -10.4% |
| 7D | -4.6% | -7.2% | +2.5% | -5.9% |
| 30D | -16.4% | -14.3% | -2.1% | -18.6% |
| 3M | -15.5% | -13.7% | -1.8% | -18.8% |
| All | -40.9% | +2.3% | -43.1% | -40.2% |
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 · Available span rolling