-49.3%
COMP vs SFM
+95.5%
-144.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | 0.0% | +6.0% | -6.0% | -0.7% |
| 30D | +16.6% | -19.5% | +36.0% | +19.1% |
| 3M | -23.5% | -37.0% | +13.5% | -19.5% |
| 6M | +25.7% | -41.0% | +66.7% | +32.9% |
| YTD | -3.4% | -34.6% | +31.2% | -0.2% |
| 1Y | +7.6% | -36.3% | +43.8% | +11.6% |
| 3Y | +423.6% | +24.5% | +399.1% | +386.2% |
| 5Y | -10.6% | +115.9% | -126.5% | -16.9% |
| All | -49.3% | +95.5% | -144.8% | -52.8% |
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