+88.5%
ACN vs SFM
+280.6%
-192.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -1.3% |
| 7D | -6.3% | -7.2% | +0.8% | -5.4% |
| 30D | -1.4% | -14.3% | +12.9% | +0.6% |
| 3M | +2.6% | -13.7% | +16.3% | +4.3% |
| 6M | -14.3% | -6.0% | -8.3% | -14.3% |
| YTD | -33.1% | -8.2% | -24.9% | -33.0% |
| 1Y | -28.8% | -46.2% | +17.4% | -23.5% |
| 3Y | -43.0% | +83.6% | -126.5% | -49.4% |
| 5Y | -44.0% | +212.7% | -256.7% | -54.7% |
| 10Y | +88.5% | +273.0% | -184.5% | +46.3% |
| All | +88.5% | +280.6% | -192.1% | +46.3% |
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