-50.4%
COMP vs SFM
+83.4%
-133.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.4% | -6.0% | -7.2% |
| 7D | +7.2% | -6.9% | +14.1% | +8.2% |
| 30D | +6.4% | -25.0% | +31.4% | +9.7% |
| 3M | -19.4% | -42.7% | +23.3% | -14.3% |
| 6M | +14.6% | -41.0% | +55.6% | +20.8% |
| YTD | -5.5% | -38.7% | +33.2% | -1.6% |
| 1Y | +13.7% | -38.1% | +51.8% | +17.9% |
| 3Y | +409.7% | +19.3% | +390.4% | +375.6% |
| 5Y | -17.0% | +103.1% | -120.1% | -22.2% |
| All | -50.4% | +83.4% | -133.9% | -53.4% |
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