+132.3%
AA vs SFM
+280.6%
-148.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +2.0% | -1.2% |
| 7D | -0.6% | -7.2% | +6.5% | +0.6% |
| 30D | -1.6% | -14.3% | +12.8% | +0.9% |
| 3M | -29.8% | -13.7% | -16.1% | -28.5% |
| 6M | -16.6% | -6.0% | -10.6% | -17.2% |
| YTD | -4.0% | -8.2% | +4.2% | -4.6% |
| 1Y | +63.5% | -46.2% | +109.8% | +80.7% |
| 3Y | +86.8% | +83.6% | +3.2% | +55.3% |
| 5Y | +12.4% | +212.7% | -200.3% | -18.2% |
| 10Y | +132.3% | +273.0% | -140.7% | +52.2% |
| All | +132.3% | +280.6% | -148.3% | +52.2% |
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