+157.4%
GE vs SFM
+138.5%
+18.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | +5.4% | -6.9% | +12.3% | +6.4% |
| 30D | +9.6% | -25.0% | +34.6% | +13.1% |
| 3M | -7.7% | -42.7% | +35.0% | -1.2% |
| 6M | +14.0% | -41.0% | +55.0% | +21.0% |
| YTD | +10.2% | -38.7% | +48.8% | +15.4% |
| 1Y | +8.9% | -38.1% | +47.0% | +13.8% |
| 3Y | +273.7% | +19.3% | +254.3% | +249.3% |
| 5Y | +410.2% | +103.1% | +307.1% | +327.1% |
| 10Y | +157.4% | +131.1% | +26.4% | +106.7% |
| All | +157.4% | +138.5% | +18.9% | +106.7% |
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