+356.1%
ALL vs SFM
+293.3%
+62.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.5% | +4.1% | -1.5% |
| 7D | -1.7% | -5.8% | +4.1% | -0.9% |
| 30D | -4.7% | -11.4% | +6.7% | -3.2% |
| 3M | +18.4% | -12.2% | +30.6% | +20.1% |
| 6M | +20.5% | -5.2% | +25.7% | +20.6% |
| YTD | +23.5% | -4.5% | +28.0% | +23.2% |
| 1Y | +29.0% | -45.4% | +74.4% | +38.4% |
| 3Y | +153.7% | +91.1% | +62.6% | +121.6% |
| 5Y | +114.8% | +226.8% | -112.0% | +68.5% |
| 10Y | +356.1% | +291.9% | +64.2% | +232.8% |
| All | +356.1% | +293.3% | +62.8% | +232.8% |
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