+24.7%
Z vs SFM
+232.9%
-208.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.4% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | -4.2% | -4.4% | +0.2% | -3.9% |
| 3M | -3.7% | +1.5% | -5.2% | -4.1% |
| 6M | -24.5% | +6.5% | -31.0% | -25.4% |
| YTD | -49.3% | +2.2% | -51.5% | -49.8% |
| 1Y | -58.7% | -41.9% | -16.8% | -56.9% |
| 3Y | -34.1% | +106.8% | -140.9% | -38.6% |
| 5Y | -64.5% | +231.6% | -296.1% | -68.0% |
| 10Y | -0.5% | +258.4% | -258.9% | -12.3% |
| All | +24.7% | +232.9% | -208.2% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling