+533.2%
XYZ vs SFM
+230.5%
+302.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.2% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -1.7% | -4.4% | +2.7% | -1.2% |
| 3M | +16.7% | +1.5% | +15.2% | +15.8% |
| 6M | +26.9% | +6.5% | +20.4% | +23.9% |
| YTD | +27.1% | +2.2% | +25.0% | +24.7% |
| 1Y | +9.3% | -41.9% | +51.1% | +18.4% |
| 3Y | +42.3% | +106.8% | -64.5% | +25.8% |
| 5Y | -69.3% | +231.6% | -300.9% | -74.7% |
| 10Y | +586.8% | +258.4% | +328.4% | +441.2% |
| All | +533.2% | +230.5% | +302.7% | +400.1% |
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