+41.6%
D vs SFM
+138.2%
-96.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.4% | -1.0% |
| 7D | +3.0% | -1.2% | +4.2% | +3.0% |
| 30D | +11.5% | -24.8% | +36.3% | +14.3% |
| 3M | +3.7% | -43.7% | +47.4% | +9.5% |
| 6M | +13.5% | -37.3% | +50.8% | +18.1% |
| YTD | +20.7% | -38.4% | +59.1% | +25.4% |
| 1Y | +18.2% | -36.9% | +55.2% | +22.4% |
| 3Y | +73.3% | +20.7% | +52.6% | +60.2% |
| 5Y | +12.3% | +103.5% | -91.2% | -5.3% |
| All | +41.6% | +138.2% | -96.6% | +11.0% |
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