+64.9%
EL vs SFM
+138.5%
-73.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.4% |
| 7D | +7.6% | -6.9% | +14.5% | +8.5% |
| 30D | +15.7% | -25.0% | +40.7% | +18.9% |
| 3M | +30.5% | -42.7% | +73.3% | +38.2% |
| 6M | +32.5% | -41.0% | +73.5% | +39.6% |
| YTD | +9.4% | -38.7% | +48.1% | +14.4% |
| 1Y | +28.4% | -38.1% | +66.5% | +34.0% |
| 3Y | +4.4% | +19.3% | -14.9% | -4.2% |
| 5Y | -64.5% | +103.1% | -167.6% | -69.6% |
| 10Y | +64.9% | +131.1% | -66.2% | +34.3% |
| All | +64.9% | +138.5% | -73.6% | +34.3% |
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