+122.5%
EW vs SFM
+273.2%
-150.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.2% |
| 7D | -5.1% | -7.2% | +2.1% | -4.4% |
| 30D | -6.4% | -14.3% | +8.0% | -4.9% |
| 3M | -1.6% | -13.7% | +12.2% | -0.3% |
| 6M | +2.3% | -6.0% | +8.3% | +2.4% |
| YTD | +1.1% | -8.2% | +9.3% | +1.3% |
| 1Y | +8.0% | -46.2% | +54.2% | +14.0% |
| 3Y | +16.3% | +83.6% | -67.2% | +6.0% |
| 5Y | -29.4% | +212.7% | -242.1% | -40.2% |
| All | +122.5% | +273.2% | -150.7% | +81.6% |
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