+81.0%
F vs SFM
+146.8%
-65.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | +0.5% |
| 7D | -0.6% | -10.2% | +9.6% | +0.5% |
| 30D | +2.9% | -23.9% | +26.8% | +5.4% |
| 3M | -9.5% | -42.3% | +32.8% | -4.3% |
| 6M | +4.0% | -40.1% | +44.2% | +9.0% |
| YTD | -1.3% | -37.8% | +36.5% | +2.4% |
| 1Y | -1.9% | -37.1% | +35.1% | +1.5% |
| 3Y | +53.5% | +21.5% | +31.9% | +41.0% |
| 5Y | -15.1% | +103.8% | -118.9% | -28.6% |
| 10Y | +81.0% | +142.0% | -61.0% | +45.8% |
| All | +81.0% | +146.8% | -65.8% | +45.8% |
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