+64.8%
XYZ vs SFM
+23.6%
+41.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.6% |
| 7D | -2.2% | -7.1% | +4.9% | -0.7% |
| 30D | +11.6% | -21.4% | +33.0% | +16.3% |
| 3M | +8.4% | -40.1% | +48.5% | +19.8% |
| 6M | +17.2% | -38.0% | +55.2% | +27.2% |
| YTD | +31.7% | -36.5% | +68.2% | +40.4% |
| 1Y | +30.1% | -35.2% | +65.3% | +37.3% |
| All | +64.8% | +23.6% | +41.1% | +28.8% |
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