+110.7%
FE vs SFM
+146.8%
-36.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -1.1% | -10.2% | +9.1% | -0.3% |
| 30D | +4.6% | -23.9% | +28.5% | +6.6% |
| 3M | -0.8% | -42.3% | +41.4% | +3.2% |
| 6M | +7.3% | -40.1% | +47.4% | +11.1% |
| YTD | +8.3% | -37.8% | +46.1% | +11.5% |
| 1Y | +5.7% | -37.1% | +42.7% | +8.6% |
| 3Y | +49.0% | +21.5% | +27.5% | +38.9% |
| 5Y | +49.2% | +103.8% | -54.6% | +29.2% |
| 10Y | +110.7% | +142.0% | -31.3% | +70.0% |
| All | +110.7% | +146.8% | -36.1% | +70.0% |
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