+308.7%
A vs SFM
+138.5%
+170.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.2% | -1.1% |
| 7D | +1.4% | -6.9% | +8.3% | +2.1% |
| 30D | +4.3% | -25.0% | +29.3% | +7.0% |
| 3M | +19.8% | -42.7% | +62.5% | +26.5% |
| 6M | +54.4% | -41.0% | +95.4% | +61.7% |
| YTD | +31.7% | -38.7% | +70.4% | +36.7% |
| 1Y | +22.4% | -38.1% | +60.6% | +26.8% |
| 3Y | +67.7% | +19.3% | +48.3% | +53.7% |
| 5Y | +15.7% | +103.1% | -87.4% | -3.5% |
| 10Y | +308.7% | +131.1% | +177.6% | +217.5% |
| All | +308.7% | +138.5% | +170.2% | +217.5% |
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 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