+352.1%
IDXX vs SFM
+271.4%
+80.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.4% |
| 7D | -5.7% | -10.6% | +4.9% | -4.7% |
| 30D | -11.5% | -15.5% | +3.9% | -10.1% |
| 3M | -9.5% | -17.4% | +7.9% | -8.0% |
| 6M | -16.0% | -3.4% | -12.5% | -16.1% |
| YTD | -25.4% | -8.7% | -16.7% | -25.2% |
| 1Y | -21.8% | -47.2% | +25.4% | -17.5% |
| 3Y | +7.0% | +82.7% | -75.7% | -1.3% |
| 5Y | -26.0% | +214.3% | -240.3% | -34.8% |
| All | +352.1% | +271.4% | +80.7% | +293.7% |
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