+134.9%
AS vs SFM
-2.8%
+137.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +1.1% |
| 7D | +6.9% | -1.2% | +8.1% | +7.1% |
| 30D | +16.0% | -24.8% | +40.8% | +19.4% |
| 3M | -12.8% | -43.7% | +30.8% | -6.4% |
| 6M | -15.4% | -37.3% | +21.9% | -11.1% |
| YTD | -15.7% | -38.4% | +22.6% | -11.7% |
| 1Y | +6.1% | -36.9% | +43.0% | +10.2% |
| All | +134.9% | -2.8% | +137.7% | +98.5% |
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