+144.5%
IBM vs SFM
+280.6%
-136.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.9% | +7.3% | +3.8% |
| 7D | +3.6% | -7.2% | +10.7% | +4.4% |
| 30D | +1.5% | -14.3% | +15.9% | +3.1% |
| 3M | -12.9% | -13.7% | +0.8% | -11.7% |
| 6M | -3.9% | -6.0% | +2.1% | -4.0% |
| YTD | -17.3% | -8.2% | -9.1% | -17.3% |
| 1Y | -5.0% | -46.2% | +41.3% | +1.1% |
| 3Y | +78.2% | +83.6% | -5.3% | +59.2% |
| 5Y | +120.6% | +212.7% | -92.1% | +78.6% |
| 10Y | +144.5% | +273.0% | -128.5% | +83.2% |
| All | +144.5% | +280.6% | -136.1% | +83.2% |
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