+44.3%
AR vs SFM
+280.6%
-236.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.8% |
| 7D | -1.2% | -7.2% | +6.0% | +0.1% |
| 30D | +5.5% | -14.3% | +19.9% | +8.3% |
| 3M | +12.9% | -13.7% | +26.6% | +15.4% |
| 6M | +0.1% | -6.0% | +6.1% | +0.1% |
| YTD | +13.5% | -8.2% | +21.8% | +13.7% |
| 1Y | +21.6% | -46.2% | +67.8% | +34.0% |
| 3Y | +46.0% | +83.6% | -37.6% | +25.7% |
| 5Y | +143.7% | +212.7% | -69.0% | +83.5% |
| 10Y | +44.3% | +273.0% | -228.7% | -2.6% |
| All | +44.3% | +280.6% | -236.3% | -2.6% |
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