+54.2%
AR vs SFM
+137.0%
-82.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.0% |
| 7D | +6.4% | -0.4% | +6.8% | +6.5% |
| 30D | +3.1% | -19.2% | +22.3% | +6.1% |
| 3M | +3.3% | -40.3% | +43.6% | +12.0% |
| 6M | +6.6% | -40.9% | +47.4% | +15.2% |
| YTD | +12.3% | -35.5% | +47.8% | +18.6% |
| 1Y | +12.3% | -37.4% | +49.8% | +19.2% |
| 3Y | +50.4% | +25.5% | +25.0% | +37.5% |
| 5Y | +101.0% | +113.0% | -12.0% | +60.6% |
| All | +54.2% | +137.0% | -82.8% | +26.1% |
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