+152.0%
GE vs SFM
+140.2%
+11.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | +0.1% |
| 7D | +2.7% | +6.0% | -3.4% | +1.8% |
| 30D | +8.1% | -19.5% | +27.5% | +10.4% |
| 3M | -7.9% | -37.0% | +29.2% | -2.6% |
| 6M | +12.9% | -41.0% | +53.9% | +20.0% |
| YTD | +8.2% | -34.6% | +42.8% | +12.4% |
| 1Y | +9.7% | -36.3% | +45.9% | +14.3% |
| 3Y | +266.1% | +24.5% | +241.6% | +240.4% |
| 5Y | +407.4% | +115.9% | +291.5% | +321.2% |
| All | +152.0% | +140.2% | +11.8% | +102.6% |
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