+32.9%
XLV vs SFM
-35.8%
+68.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.6% | +3.0% |
| 7D | +5.5% | -12.3% | +17.8% | +5.8% |
| 30D | +13.3% | -16.2% | +29.5% | +13.9% |
| 3M | +17.4% | -36.8% | +54.2% | +19.6% |
| 6M | +32.1% | -32.6% | +64.7% | +34.2% |
| YTD | +24.0% | -31.7% | +55.8% | +25.1% |
| 1Y | +32.9% | -35.0% | +67.9% | +34.4% |
| All | +32.9% | -35.8% | +68.7% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling