+99.7%
DD vs SFM
+138.5%
-38.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.6% | +1.3% |
| 7D | +2.2% | -6.9% | +9.1% | +3.1% |
| 30D | +20.7% | -25.0% | +45.7% | +24.3% |
| 3M | +11.3% | -42.7% | +54.0% | +18.7% |
| 6M | +6.0% | -41.0% | +47.0% | +12.0% |
| YTD | +31.7% | -38.7% | +70.4% | +37.4% |
| 1Y | +32.2% | -38.1% | +70.4% | +37.7% |
| 3Y | +92.7% | +19.3% | +73.3% | +73.6% |
| 5Y | +72.1% | +103.1% | -31.0% | +37.5% |
| 10Y | +99.7% | +131.1% | -31.4% | +49.3% |
| All | +99.7% | +138.5% | -38.8% | +49.3% |
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