+3,653.2%
FIX vs SFM
+138.2%
+3,515.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.8% | +10.3% | +6.3% |
| 7D | -17.5% | -1.2% | -16.2% | -17.6% |
| 30D | -41.6% | -24.8% | -16.8% | -39.1% |
| 3M | -40.6% | -43.7% | +3.1% | -34.6% |
| 6M | -49.4% | -37.3% | -12.1% | -46.0% |
| YTD | +9.2% | -38.4% | +47.5% | +15.6% |
| 1Y | +6.5% | -36.9% | +43.4% | +11.8% |
| 3Y | +448.7% | +20.7% | +428.1% | +395.3% |
| 5Y | +948.7% | +103.5% | +845.2% | +717.0% |
| All | +3,653.2% | +138.2% | +3,515.0% | +2,598.7% |
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