+363.8%
ALL vs SFM
+146.8%
+217.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -3.9% | -10.2% | +6.4% | -2.5% |
| 30D | +10.6% | -23.9% | +34.5% | +14.0% |
| 3M | -4.6% | -42.3% | +37.7% | +2.0% |
| 6M | +20.2% | -40.1% | +60.3% | +27.5% |
| YTD | +23.7% | -37.8% | +61.5% | +29.8% |
| 1Y | +27.9% | -37.1% | +65.0% | +33.9% |
| 3Y | +109.2% | +21.5% | +87.6% | +92.3% |
| 5Y | +148.0% | +103.8% | +44.2% | +104.6% |
| 10Y | +363.8% | +142.0% | +221.8% | +255.5% |
| All | +363.8% | +146.8% | +217.0% | +255.5% |
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