+149.9%
IBM vs SFM
+146.8%
+3.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -2.5% | -10.2% | +7.7% | -1.5% |
| 30D | +8.4% | -23.9% | +32.2% | +10.9% |
| 3M | +4.5% | -42.3% | +46.7% | +10.1% |
| 6M | +7.9% | -40.1% | +48.0% | +12.8% |
| YTD | -15.2% | -37.8% | +22.5% | -12.1% |
| 1Y | -17.6% | -37.1% | +19.5% | -14.7% |
| 3Y | +82.1% | +21.5% | +60.5% | +69.0% |
| 5Y | +143.3% | +103.8% | +39.6% | +105.0% |
| 10Y | +149.9% | +142.0% | +7.9% | +97.1% |
| All | +149.9% | +146.8% | +3.1% | +97.1% |
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