+624.3%
ADI vs SFM
+273.2%
+351.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.5% | +1.0% |
| 7D | +2.6% | -7.2% | +9.8% | +3.4% |
| 30D | -4.6% | -14.3% | +9.7% | -3.1% |
| 3M | -9.5% | -13.7% | +4.2% | -8.4% |
| 6M | +14.8% | -6.0% | +20.9% | +14.6% |
| YTD | +35.8% | -8.2% | +44.1% | +35.6% |
| 1Y | +48.9% | -46.2% | +95.2% | +58.8% |
| 3Y | +115.6% | +83.6% | +32.0% | +95.7% |
| 5Y | +135.1% | +212.7% | -77.6% | +97.7% |
| All | +624.3% | +273.2% | +351.1% | +469.9% |
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