+49.5%
EQT vs SFM
+268.6%
-219.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | -1.2% | -8.8% | +7.6% | +0.3% |
| 30D | +1.1% | -14.5% | +15.5% | +3.6% |
| 3M | +4.8% | -16.8% | +21.6% | +7.7% |
| 6M | -10.6% | -5.3% | -5.2% | -10.8% |
| YTD | +3.4% | -9.4% | +12.8% | +3.6% |
| 1Y | +8.7% | -46.2% | +54.8% | +19.2% |
| 3Y | +35.0% | +81.3% | -46.3% | +15.7% |
| 5Y | +204.2% | +211.9% | -7.6% | +126.2% |
| All | +49.5% | +268.6% | -219.0% | -8.9% |
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