+124.0%
EW vs SFM
+268.6%
-144.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | -3.4% | -8.8% | +5.4% | -2.5% |
| 30D | -7.4% | -14.5% | +7.1% | -5.9% |
| 3M | +0.9% | -16.8% | +17.8% | +2.6% |
| 6M | +1.2% | -5.3% | +6.5% | +1.2% |
| YTD | +1.8% | -9.4% | +11.2% | +2.1% |
| 1Y | +10.8% | -46.2% | +57.0% | +16.9% |
| 3Y | +17.1% | +81.3% | -64.1% | +6.8% |
| 5Y | -28.2% | +211.9% | -240.1% | -39.1% |
| All | +124.0% | +268.6% | -144.6% | +83.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling