+3,800.0%
FIX vs SFM
+146.8%
+3,653.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.0% | +8.4% | +9.2% |
| 7D | -7.2% | -10.2% | +3.0% | -5.6% |
| 30D | -35.1% | -23.9% | -11.2% | -32.5% |
| 3M | -34.3% | -42.3% | +8.0% | -28.0% |
| 6M | -42.9% | -40.1% | -2.8% | -38.5% |
| YTD | +19.5% | -37.8% | +57.2% | +26.2% |
| 1Y | +16.8% | -37.1% | +53.9% | +22.8% |
| 3Y | +506.7% | +21.5% | +485.2% | +447.1% |
| 5Y | +1,046.7% | +103.8% | +942.9% | +793.7% |
| 10Y | +3,800.0% | +142.0% | +3,658.0% | +2,675.1% |
| All | +3,800.0% | +146.8% | +3,653.2% | +2,675.1% |
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