+44.7%
XLU vs SFM
+211.2%
-166.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.8% |
| 7D | -1.2% | -8.8% | +7.6% | -0.3% |
| 30D | -2.5% | -14.5% | +11.9% | -1.1% |
| 3M | -2.7% | -16.8% | +14.1% | -1.1% |
| 6M | -7.5% | -5.3% | -2.1% | -7.6% |
| YTD | +0.9% | -9.4% | +10.3% | +1.1% |
| 1Y | +3.3% | -46.2% | +49.5% | +9.7% |
| 3Y | +47.3% | +81.3% | -34.0% | +30.3% |
| All | +44.7% | +211.2% | -166.5% | +17.1% |
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 · 6 months rolling