+92.3%
D vs SFM
+132.6%
-40.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.7% |
| 7D | +1.5% | -0.1% | +1.5% | +1.5% |
| 30D | -2.6% | -4.4% | +1.8% | -2.3% |
| 3M | 0.0% | +1.5% | -1.5% | -0.4% |
| 6M | +7.4% | +6.5% | +0.9% | +6.3% |
| YTD | +15.9% | +2.2% | +13.7% | +15.0% |
| 1Y | +18.1% | -41.9% | +60.0% | +22.8% |
| 3Y | +58.4% | +106.8% | -48.4% | +44.2% |
| 5Y | +5.2% | +231.6% | -226.4% | -9.6% |
| 10Y | +35.9% | +258.4% | -222.6% | +12.2% |
| All | +92.3% | +132.6% | -40.3% | +62.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling