+620.2%
ADI vs SFM
+140.2%
+480.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -2.9% |
| 7D | +9.5% | +6.0% | +3.4% | +8.8% |
| 30D | -1.4% | -19.5% | +18.1% | +0.3% |
| 3M | +4.7% | -37.0% | +41.7% | +9.2% |
| 6M | -7.4% | -41.0% | +33.6% | -3.1% |
| YTD | +48.1% | -34.6% | +82.7% | +52.2% |
| 1Y | +69.6% | -36.3% | +105.9% | +74.8% |
| 3Y | +144.4% | +24.5% | +119.8% | +129.6% |
| 5Y | +134.1% | +115.9% | +18.2% | +103.0% |
| All | +620.2% | +140.2% | +480.0% | +501.4% |
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