-46.5%
COMP vs SFM
+86.1%
-132.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.6% |
| 7D | +14.5% | -10.2% | +24.8% | +16.1% |
| 30D | +14.9% | -23.9% | +38.8% | +18.3% |
| 3M | -14.2% | -42.3% | +28.0% | -8.8% |
| 6M | +23.7% | -40.1% | +63.9% | +30.3% |
| YTD | +2.1% | -37.8% | +39.8% | +6.1% |
| 1Y | +26.2% | -37.1% | +63.3% | +30.6% |
| 3Y | +470.9% | +21.5% | +449.4% | +431.4% |
| 5Y | -14.0% | +103.8% | -117.8% | -19.6% |
| All | -46.5% | +86.1% | -132.6% | -49.8% |
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