+641.7%
BE vs SFM
+128.9%
+512.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -2.9% | -4.1% |
| 7D | -13.4% | -6.9% | -6.5% | -12.3% |
| 30D | -33.9% | -25.0% | -8.9% | -31.3% |
| 3M | -12.0% | -42.7% | +30.8% | -4.4% |
| 6M | -29.0% | -41.0% | +12.0% | -23.8% |
| YTD | +113.4% | -38.7% | +152.1% | +124.7% |
| 1Y | +33.2% | -38.1% | +71.3% | +39.9% |
| 3Y | +1,659.2% | +19.3% | +1,639.9% | +1,505.0% |
| 5Y | +461.4% | +103.1% | +358.3% | +349.2% |
| All | +641.7% | +128.9% | +512.8% | +485.7% |
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