+63.0%
EL vs SFM
+140.8%
-77.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.4% | -1.3% |
| 7D | +0.3% | -7.1% | +7.3% | +1.0% |
| 30D | +12.3% | -21.4% | +33.7% | +14.8% |
| 3M | +28.4% | -40.1% | +68.5% | +35.2% |
| 6M | +36.7% | -38.0% | +74.8% | +43.2% |
| YTD | +8.4% | -36.5% | +44.9% | +12.9% |
| 1Y | +25.4% | -35.2% | +60.6% | +30.2% |
| 3Y | +3.4% | +23.5% | -20.0% | -5.5% |
| 5Y | -64.8% | +109.7% | -174.5% | -69.9% |
| 10Y | +63.0% | +132.6% | -69.6% | +32.8% |
| All | +63.0% | +140.8% | -77.8% | +32.8% |
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