+235.2%
XLU vs SFM
+117.5%
+117.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +1.4% |
| 7D | +2.1% | -5.8% | +7.9% | +2.6% |
| 30D | -0.4% | -11.4% | +11.0% | +0.6% |
| 3M | +0.5% | -12.2% | +12.7% | +1.4% |
| 6M | -5.8% | -5.2% | -0.6% | -5.8% |
| YTD | +3.1% | -4.5% | +7.6% | +2.9% |
| 1Y | +8.1% | -45.4% | +53.5% | +13.1% |
| 3Y | +50.5% | +91.1% | -40.6% | +38.7% |
| 5Y | +44.7% | +226.8% | -182.1% | +25.8% |
| 10Y | +136.8% | +291.9% | -155.1% | +99.3% |
| All | +235.2% | +117.5% | +117.8% | +186.2% |
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 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