+248.9%
A vs SFM
+280.6%
-31.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -1.0% |
| 7D | -4.4% | -7.2% | +2.8% | -3.6% |
| 30D | -2.7% | -14.3% | +11.7% | -1.1% |
| 3M | +7.0% | -13.7% | +20.8% | +8.5% |
| 6M | +24.6% | -6.0% | +30.6% | +24.3% |
| YTD | +7.0% | -8.2% | +15.3% | +6.9% |
| 1Y | +15.6% | -46.2% | +61.8% | +23.1% |
| 3Y | +29.9% | +83.6% | -53.6% | +14.4% |
| 5Y | -15.4% | +212.7% | -228.1% | -32.1% |
| 10Y | +248.9% | +273.0% | -24.2% | +158.9% |
| All | +248.9% | +280.6% | -31.7% | +158.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling