+223.5%
C vs SFM
+138.2%
+85.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.4% | +1.1% |
| 7D | -2.4% | -1.2% | -1.2% | -2.3% |
| 30D | -6.0% | -24.8% | +18.8% | -3.2% |
| 3M | -10.5% | -43.7% | +33.1% | -4.6% |
| 6M | -5.7% | -37.3% | +31.5% | -1.4% |
| YTD | +4.1% | -38.4% | +42.5% | +8.6% |
| 1Y | +20.5% | -36.9% | +57.4% | +25.1% |
| 3Y | +208.1% | +20.7% | +187.4% | +188.3% |
| 5Y | +110.4% | +103.5% | +6.9% | +78.4% |
| All | +223.5% | +138.2% | +85.3% | +159.5% |
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