+104.0%
ED vs SFM
+293.3%
-189.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +1.5% |
| 7D | +0.5% | -5.8% | +6.3% | +1.0% |
| 30D | +1.1% | -11.4% | +12.4% | +2.1% |
| 3M | +4.6% | -12.2% | +16.8% | +5.6% |
| 6M | -2.0% | -5.2% | +3.2% | -2.0% |
| YTD | +11.7% | -4.5% | +16.2% | +11.5% |
| 1Y | +15.7% | -45.4% | +61.1% | +21.0% |
| 3Y | +34.4% | +91.1% | -56.7% | +20.6% |
| 5Y | +67.3% | +226.8% | -159.5% | +39.5% |
| 10Y | +104.0% | +291.9% | -187.9% | +64.7% |
| All | +104.0% | +293.3% | -189.3% | +64.7% |
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