+183.8%
EXC vs SFM
+146.8%
+37.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -1.7% | -10.2% | +8.5% | -0.6% |
| 30D | +9.3% | -23.9% | +33.2% | +11.9% |
| 3M | +1.0% | -42.3% | +43.3% | +6.5% |
| 6M | +5.9% | -40.1% | +46.1% | +10.9% |
| YTD | +7.6% | -37.8% | +45.4% | +11.7% |
| 1Y | +2.4% | -37.1% | +39.5% | +6.0% |
| 3Y | +30.2% | +21.5% | +8.7% | +19.3% |
| 5Y | +41.4% | +103.8% | -62.4% | +18.0% |
| 10Y | +183.8% | +142.0% | +41.8% | +125.1% |
| All | +183.8% | +146.8% | +37.0% | +125.1% |
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