+43.8%
D vs SFM
+146.8%
-103.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | +0.8% | -10.2% | +11.0% | +1.9% |
| 30D | +10.7% | -23.9% | +34.6% | +13.4% |
| 3M | +2.3% | -42.3% | +44.5% | +7.7% |
| 6M | +12.5% | -40.1% | +52.6% | +17.6% |
| YTD | +20.1% | -37.8% | +57.9% | +24.6% |
| 1Y | +15.6% | -37.1% | +52.6% | +19.7% |
| 3Y | +75.2% | +21.5% | +53.6% | +61.8% |
| 5Y | +14.6% | +103.8% | -89.2% | -3.3% |
| 10Y | +43.8% | +142.0% | -98.2% | +13.0% |
| All | +43.8% | +146.8% | -103.0% | +13.0% |
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