+20.7%
XYZ vs SFM
-35.8%
+56.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +3.6% | +11.7% | +15.3% |
| 7D | +16.5% | -12.3% | +28.8% | +16.0% |
| 30D | +15.0% | -16.2% | +31.2% | +14.4% |
| 3M | +3.5% | -36.8% | +40.3% | +1.6% |
| 6M | +21.9% | -32.6% | +54.5% | +20.3% |
| YTD | +34.6% | -31.7% | +66.3% | +34.4% |
| 1Y | +20.7% | -35.0% | +55.7% | +20.6% |
| All | +20.7% | -35.8% | +56.6% | +20.6% |
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