+41.6%
AA vs SFM
+140.2%
-98.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.0% |
| 7D | +0.5% | +6.0% | -5.5% | -0.5% |
| 30D | -0.6% | -19.5% | +18.9% | +2.4% |
| 3M | -19.7% | -37.0% | +17.4% | -13.8% |
| 6M | -41.6% | -41.0% | -0.6% | -37.0% |
| YTD | -24.6% | -34.6% | +10.0% | -21.2% |
| 1Y | +4.9% | -36.3% | +41.1% | +10.1% |
| 3Y | +66.8% | +24.5% | +42.3% | +46.2% |
| 5Y | -19.4% | +115.9% | -135.3% | -38.8% |
| All | +41.6% | +140.2% | -98.6% | +6.3% |
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