+554.0%
XYZ vs SFM
+99.4%
+454.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.8% | +6.6% | +2.5% |
| 7D | +12.1% | -1.2% | +13.4% | +12.3% |
| 30D | +12.4% | -24.8% | +37.1% | +16.9% |
| 3M | +8.2% | -43.7% | +51.9% | +17.9% |
| 6M | +20.7% | -37.3% | +57.9% | +28.3% |
| YTD | +31.3% | -38.4% | +69.7% | +39.0% |
| 1Y | +20.5% | -36.9% | +57.4% | +26.8% |
| 3Y | +72.6% | +20.7% | +51.9% | +65.6% |
| 5Y | -64.0% | +103.5% | -167.5% | -68.0% |
| 10Y | +601.8% | +139.7% | +462.1% | +488.9% |
| All | +554.0% | +99.4% | +454.7% | +457.5% |
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