+342.4%
XLF vs SFM
+48.8%
+293.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | +2.7% | +6.0% | -3.4% | +2.0% |
| 30D | +7.6% | -19.5% | +27.1% | +9.7% |
| 3M | +1.1% | -37.0% | +38.1% | +5.9% |
| 6M | +15.9% | -41.0% | +56.9% | +22.0% |
| YTD | +8.4% | -34.6% | +43.1% | +12.2% |
| 1Y | +12.5% | -36.3% | +48.8% | +16.7% |
| 3Y | +81.6% | +24.5% | +57.0% | +69.9% |
| 5Y | +59.3% | +115.9% | -56.6% | +36.2% |
| 10Y | +225.4% | +139.5% | +85.9% | +162.9% |
| All | +342.4% | +48.8% | +293.7% | +274.6% |
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