+370.0%
ALL vs SFM
+137.0%
+233.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.5% |
| 7D | 0.0% | -0.4% | +0.4% | 0.0% |
| 30D | +12.8% | -19.2% | +32.0% | +15.3% |
| 3M | +4.7% | -40.3% | +45.0% | +11.4% |
| 6M | +24.9% | -40.9% | +65.8% | +32.8% |
| YTD | +30.0% | -35.5% | +65.5% | +35.8% |
| 1Y | +29.9% | -37.4% | +67.4% | +36.2% |
| 3Y | +117.5% | +25.5% | +92.1% | +99.3% |
| 5Y | +161.7% | +113.0% | +48.7% | +114.8% |
| All | +370.0% | +137.0% | +233.0% | +266.4% |
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