+33.6%
XLY vs SFM
+82.1%
-48.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -1.7% | -10.6% | +8.9% | -0.5% |
| 30D | -4.2% | -15.5% | +11.3% | -2.4% |
| 3M | -2.7% | -17.4% | +14.8% | -0.8% |
| 6M | -0.6% | -3.4% | +2.8% | -1.0% |
| YTD | -5.0% | -8.7% | +3.7% | -4.8% |
| 1Y | -4.1% | -47.2% | +43.1% | +4.3% |
| 3Y | +33.6% | +82.7% | -49.1% | +22.4% |
| All | +33.6% | +82.1% | -48.5% | +22.4% |
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 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