-53.6%
Z vs SFM
-35.8%
-17.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.6% | +5.8% | +9.0% |
| 7D | +10.2% | -12.3% | +22.4% | +10.9% |
| 30D | +23.7% | -16.2% | +39.9% | +25.4% |
| 3M | -6.6% | -36.8% | +30.2% | -4.3% |
| 6M | -23.0% | -32.6% | +9.6% | -21.5% |
| YTD | -50.3% | -31.7% | -18.6% | -49.1% |
| 1Y | -53.6% | -35.0% | -18.6% | -52.1% |
| All | -53.6% | -35.8% | -17.8% | -52.1% |
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 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