+93.1%
ES vs SFM
+140.8%
-47.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.1% | +1.0% |
| 7D | +0.1% | -7.1% | +7.2% | +0.8% |
| 30D | +6.7% | -21.4% | +28.1% | +8.7% |
| 3M | +0.3% | -40.1% | +40.4% | +4.8% |
| 6M | +7.4% | -38.0% | +45.4% | +11.5% |
| YTD | +8.4% | -36.5% | +44.9% | +11.9% |
| 1Y | +0.6% | -35.2% | +35.8% | +3.6% |
| 3Y | +50.6% | +23.5% | +27.1% | +40.0% |
| 5Y | +4.8% | +109.7% | -104.9% | -9.9% |
| 10Y | +93.1% | +132.6% | -39.5% | +59.1% |
| All | +93.1% | +140.8% | -47.7% | +59.1% |
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