+52.2%
AR vs SFM
+133.2%
-81.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -1.9% | +0.9% |
| 7D | +2.1% | -7.1% | +9.1% | +3.3% |
| 30D | +4.5% | -21.4% | +25.9% | +8.0% |
| 3M | +1.0% | -40.1% | +41.1% | +9.4% |
| 6M | +4.4% | -38.0% | +42.5% | +11.8% |
| YTD | +10.9% | -36.5% | +47.4% | +17.4% |
| 1Y | +8.6% | -35.2% | +43.7% | +14.3% |
| 3Y | +48.5% | +23.5% | +25.0% | +36.1% |
| 5Y | +95.7% | +109.7% | -14.0% | +56.8% |
| All | +52.2% | +133.2% | -81.0% | +24.8% |
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