-23.6%
FPS vs SFM
-26.7%
+3.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +1.6% | -11.5% | -9.5% |
| 7D | +21.6% | -0.4% | +22.1% | +21.3% |
| 30D | -38.8% | -19.2% | -19.5% | -41.0% |
| 3M | -42.1% | -40.3% | -1.8% | -48.1% |
| 6M | -48.5% | -40.9% | -7.6% | -54.0% |
| All | -23.6% | -26.7% | +3.1% | -25.1% |
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