+69.0%
F vs SFM
+140.8%
-71.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.6% |
| 7D | -2.1% | -7.1% | +4.9% | -1.4% |
| 30D | +3.3% | -21.4% | +24.7% | +5.5% |
| 3M | -11.3% | -40.1% | +28.8% | -6.7% |
| 6M | +5.3% | -38.0% | +43.3% | +9.9% |
| YTD | -2.2% | -36.5% | +34.3% | +1.2% |
| 1Y | -3.5% | -35.2% | +31.6% | -0.5% |
| 3Y | +49.5% | +23.5% | +26.1% | +37.3% |
| 5Y | -13.5% | +109.7% | -123.2% | -27.3% |
| 10Y | +69.0% | +132.6% | -63.6% | +38.1% |
| All | +69.0% | +140.8% | -71.7% | +38.1% |
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