+109.8%
FE vs SFM
+144.4%
-34.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | -0.1% |
| 7D | 0.0% | -1.2% | +1.2% | 0.0% |
| 30D | +5.2% | -24.8% | +30.0% | +7.2% |
| 3M | 0.0% | -43.7% | +43.7% | +4.3% |
| 6M | +5.0% | -37.3% | +42.3% | +8.3% |
| YTD | +7.9% | -38.4% | +46.3% | +11.1% |
| 1Y | +6.3% | -36.9% | +43.3% | +9.2% |
| 3Y | +46.0% | +20.7% | +25.3% | +36.2% |
| 5Y | +45.6% | +103.5% | -57.8% | +26.1% |
| All | +109.8% | +144.4% | -34.6% | +69.5% |
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