-64.8%
Z vs SFM
+230.0%
-294.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.5% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | -4.2% | -4.4% | +0.2% | -3.8% |
| 3M | -3.7% | +1.5% | -5.2% | -4.3% |
| 6M | -24.5% | +6.5% | -31.0% | -25.8% |
| YTD | -49.3% | +2.2% | -51.5% | -49.9% |
| 1Y | -58.7% | -41.9% | -16.8% | -56.0% |
| 3Y | -34.1% | +106.8% | -140.9% | -40.6% |
| All | -64.8% | +230.0% | -294.8% | -55.6% |
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