+83.5%
ES vs SFM
+326.6%
-243.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -0.9% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -2.0% | -4.4% | +2.4% | -1.6% |
| 3M | +1.7% | +1.5% | +0.2% | +1.2% |
| 6M | -3.5% | +6.5% | -10.0% | -4.6% |
| YTD | +7.9% | +2.2% | +5.7% | +7.0% |
| 1Y | +17.2% | -41.9% | +59.0% | +22.3% |
| 3Y | +29.3% | +106.8% | -77.5% | +15.3% |
| 5Y | -5.7% | +231.6% | -237.3% | -21.6% |
| All | +83.5% | +326.6% | -243.1% | +44.3% |
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