+330.1%
XLY vs SFM
+106.3%
+223.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -3.9% | -8.8% | +4.9% | -2.7% |
| 30D | -6.1% | -14.5% | +8.3% | -4.2% |
| 3M | -1.2% | -16.8% | +15.7% | +1.0% |
| 6M | -1.8% | -5.3% | +3.6% | -1.9% |
| YTD | -5.9% | -9.4% | +3.5% | -5.6% |
| 1Y | -3.1% | -46.2% | +43.1% | +3.9% |
| 3Y | +36.0% | +81.3% | -45.3% | +21.7% |
| 5Y | +27.6% | +211.9% | -184.3% | +4.4% |
| 10Y | +216.8% | +268.4% | -51.6% | +144.2% |
| All | +330.1% | +106.3% | +223.8% | +262.7% |
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