+141.3%
ED vs SFM
+138.5%
+2.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.9% |
| 7D | +2.1% | -6.9% | +9.0% | +2.7% |
| 30D | +12.4% | -25.0% | +37.4% | +14.8% |
| 3M | +13.1% | -42.7% | +55.9% | +18.1% |
| 6M | +14.1% | -41.0% | +55.1% | +18.5% |
| YTD | +23.1% | -38.7% | +61.7% | +27.0% |
| 1Y | +25.4% | -38.1% | +63.6% | +29.3% |
| 3Y | +47.9% | +19.3% | +28.5% | +37.3% |
| 5Y | +81.9% | +103.1% | -21.3% | +56.4% |
| 10Y | +141.3% | +131.1% | +10.2% | +100.3% |
| All | +141.3% | +138.5% | +2.8% | +100.3% |
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