+35.8%
XYZ vs SFM
-36.8%
+72.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.8% |
| 7D | -1.1% | +6.0% | -7.1% | -1.1% |
| 30D | +11.5% | -19.5% | +31.0% | +11.0% |
| 3M | +1.8% | -37.0% | +38.8% | +0.2% |
| 6M | +21.2% | -41.0% | +62.2% | +18.8% |
| YTD | +29.9% | -34.6% | +64.6% | +30.8% |
| 1Y | +35.8% | -36.3% | +72.0% | +37.2% |
| All | +35.8% | -36.8% | +72.5% | +37.2% |
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 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