+79.8%
F vs SFM
+138.2%
-58.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | -0.2% |
| 7D | +1.6% | -1.2% | +2.8% | +1.6% |
| 30D | +2.6% | -24.8% | +27.4% | +5.3% |
| 3M | -8.8% | -43.7% | +34.9% | -3.4% |
| 6M | +4.6% | -37.3% | +41.9% | +9.0% |
| YTD | -1.9% | -38.4% | +36.5% | +1.9% |
| 1Y | -0.8% | -36.9% | +36.2% | +2.7% |
| 3Y | +43.5% | +20.7% | +22.8% | +31.9% |
| 5Y | -12.1% | +103.5% | -115.5% | -26.0% |
| All | +79.8% | +138.2% | -58.4% | +45.6% |
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