-54.1%
Z vs SFM
+118.6%
-172.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -5.1% | -5.5% | -9.8% |
| 7D | -2.3% | +7.5% | -9.8% | -3.2% |
| 30D | +9.4% | -20.8% | +30.2% | +13.1% |
| 3M | -16.1% | -39.4% | +23.3% | -9.9% |
| 6M | -30.4% | -34.5% | +4.0% | -26.6% |
| YTD | -55.6% | -35.2% | -20.4% | -53.3% |
| 1Y | -58.5% | -35.3% | -23.2% | -56.4% |
| 3Y | -19.6% | +23.9% | -43.6% | -26.1% |
| 5Y | -54.1% | +113.8% | -168.0% | -51.5% |
| All | -54.1% | +118.6% | -172.7% | -51.5% |
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 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