+977.1%
BE vs SFM
+242.4%
+734.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.1% | -2.2% |
| 7D | +23.9% | -7.2% | +31.1% | +25.4% |
| 30D | +27.8% | -14.3% | +42.2% | +31.2% |
| 3M | +3.7% | -13.7% | +17.4% | +6.1% |
| 6M | +78.0% | -6.0% | +84.0% | +77.5% |
| YTD | +209.9% | -8.2% | +218.1% | +208.4% |
| 1Y | +389.6% | -46.2% | +435.8% | +441.9% |
| 3Y | +1,730.6% | +83.6% | +1,647.0% | +1,471.0% |
| 5Y | +1,227.8% | +212.7% | +1,015.1% | +897.3% |
| All | +977.1% | +242.4% | +734.7% | +704.0% |
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