+73.6%
XLF vs SFM
+83.0%
-9.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.1% |
| 7D | -1.0% | -7.2% | +6.1% | -0.4% |
| 30D | -1.3% | -14.3% | +13.0% | 0.0% |
| 3M | +9.1% | -13.7% | +22.9% | +10.3% |
| 6M | +14.4% | -6.0% | +20.4% | +14.3% |
| YTD | +5.1% | -8.2% | +13.3% | +5.3% |
| 1Y | +8.6% | -46.2% | +54.9% | +16.5% |
| All | +73.6% | +83.0% | -9.3% | +60.8% |
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