-63.8%
XYZ vs SFM
+112.8%
-176.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.7% | -4.4% |
| 7D | -2.1% | -0.4% | -1.7% | -2.1% |
| 30D | +7.0% | -19.2% | +26.2% | +11.1% |
| 3M | +5.1% | -40.3% | +45.4% | +16.7% |
| 6M | +14.1% | -40.9% | +54.9% | +26.0% |
| YTD | +26.4% | -35.5% | +61.9% | +34.7% |
| 1Y | +25.1% | -37.4% | +62.5% | +34.4% |
| 3Y | +59.7% | +25.5% | +34.3% | +40.2% |
| 5Y | -63.8% | +113.0% | -176.8% | -66.4% |
| All | -63.8% | +112.8% | -176.6% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling