+200.5%
B vs SFM
+146.8%
+53.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.1% |
| 7D | +11.3% | -10.2% | +21.6% | +12.3% |
| 30D | +2.9% | -23.9% | +26.8% | +5.0% |
| 3M | -2.9% | -42.3% | +39.4% | +1.3% |
| 6M | -1.2% | -40.1% | +38.9% | +2.4% |
| YTD | -1.3% | -37.8% | +36.4% | +1.5% |
| 1Y | +30.4% | -37.1% | +67.5% | +33.9% |
| 3Y | +195.3% | +21.5% | +173.7% | +178.7% |
| 5Y | +146.2% | +103.8% | +42.4% | +117.5% |
| 10Y | +200.5% | +142.0% | +58.5% | +151.6% |
| All | +200.5% | +146.8% | +53.7% | +151.6% |
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