+122.7%
FE vs SFM
+140.8%
-18.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.2% |
| 7D | -0.4% | -7.1% | +6.7% | +0.2% |
| 30D | +3.6% | -21.4% | +25.0% | +5.3% |
| 3M | +0.3% | -40.1% | +40.4% | +4.2% |
| 6M | +6.4% | -38.0% | +44.4% | +9.9% |
| YTD | +8.1% | -36.5% | +44.7% | +11.1% |
| 1Y | +4.6% | -35.2% | +39.8% | +7.2% |
| 3Y | +49.1% | +23.5% | +25.6% | +38.7% |
| 5Y | +46.1% | +109.7% | -63.6% | +25.8% |
| 10Y | +122.7% | +132.6% | -9.8% | +81.2% |
| All | +122.7% | +140.8% | -18.0% | +81.2% |
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