-60.0%
Z vs SFM
-34.4%
-25.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.5% |
| 7D | -4.9% | -0.4% | -4.5% | -4.9% |
| 30D | +3.0% | -19.2% | +22.2% | +5.3% |
| 3M | -13.4% | -40.3% | +26.9% | -10.1% |
| 6M | -27.3% | -40.9% | +13.5% | -24.6% |
| YTD | -57.8% | -35.5% | -22.3% | -55.9% |
| 1Y | -60.0% | -37.4% | -22.6% | -57.7% |
| All | -60.0% | -34.4% | -25.6% | -57.7% |
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