+3,759.0%
FIX vs SFM
+140.8%
+3,618.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.5% | +1.6% | +4.4% |
| 7D | +6.4% | -7.1% | +13.5% | +7.9% |
| 30D | -29.1% | -21.4% | -7.7% | -26.7% |
| 3M | -31.1% | -40.1% | +8.9% | -25.2% |
| 6M | -42.8% | -38.0% | -4.8% | -38.7% |
| YTD | +24.6% | -36.5% | +61.2% | +31.2% |
| 1Y | +21.9% | -35.2% | +57.1% | +27.5% |
| 3Y | +524.9% | +23.5% | +501.5% | +462.5% |
| 5Y | +1,092.2% | +109.7% | +982.5% | +825.8% |
| 10Y | +3,759.0% | +132.6% | +3,626.5% | +2,715.9% |
| All | +3,759.0% | +140.8% | +3,618.3% | +2,715.9% |
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