+54.5%
AR vs SFM
+138.5%
-84.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.4% |
| 7D | -5.8% | -6.9% | +1.1% | -4.7% |
| 30D | +4.8% | -25.0% | +29.8% | +9.2% |
| 3M | +1.5% | -42.7% | +44.2% | +10.8% |
| 6M | +4.7% | -41.0% | +45.7% | +13.1% |
| YTD | +9.2% | -38.7% | +47.9% | +16.3% |
| 1Y | +11.2% | -38.1% | +49.3% | +18.0% |
| 3Y | +46.2% | +19.3% | +26.9% | +34.8% |
| 5Y | +98.1% | +103.1% | -5.1% | +59.4% |
| 10Y | +54.5% | +131.1% | -76.5% | +20.7% |
| All | +54.5% | +138.5% | -84.0% | +20.7% |
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