-23.0%
Z vs SFM
-32.4%
+9.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.6% | +5.8% | +8.9% |
| 7D | +10.2% | -12.3% | +22.4% | +10.9% |
| 30D | +23.7% | -16.2% | +39.9% | +25.6% |
| 3M | -6.6% | -36.8% | +30.2% | -5.3% |
| 6M | -23.0% | -32.6% | +9.6% | -21.4% |
| All | -23.0% | -32.4% | +9.4% | -21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling