+216.9%
B vs SFM
+137.0%
+79.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.3% |
| 7D | -6.2% | -0.4% | -5.8% | -6.2% |
| 30D | -6.6% | -19.2% | +12.6% | -5.2% |
| 3M | -7.9% | -40.3% | +32.4% | -4.0% |
| 6M | -16.8% | -40.9% | +24.1% | -13.5% |
| YTD | -11.7% | -35.5% | +23.8% | -9.4% |
| 1Y | +3.5% | -37.4% | +40.9% | +6.5% |
| 3Y | +165.7% | +25.5% | +140.2% | +149.2% |
| 5Y | +108.4% | +113.0% | -4.6% | +82.0% |
| All | +216.9% | +137.0% | +79.9% | +169.0% |
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