+314.7%
A vs SFM
+140.2%
+174.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -0.5% | +6.0% | -6.5% | -1.1% |
| 30D | 0.0% | -19.5% | +19.4% | +1.8% |
| 3M | +16.7% | -37.0% | +53.7% | +22.0% |
| 6M | +54.8% | -41.0% | +95.8% | +62.5% |
| YTD | +28.8% | -34.6% | +63.4% | +32.8% |
| 1Y | +19.3% | -36.3% | +55.6% | +23.3% |
| 3Y | +65.5% | +24.5% | +41.0% | +51.0% |
| 5Y | +12.1% | +115.9% | -103.8% | -7.4% |
| All | +314.7% | +140.2% | +174.5% | +223.6% |
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 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