+284.9%
IR vs SFM
+217.1%
+67.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -0.9% |
| 7D | +0.6% | -5.8% | +6.4% | +1.3% |
| 30D | -13.6% | -11.4% | -2.3% | -12.4% |
| 3M | +3.7% | -12.2% | +15.9% | +5.0% |
| 6M | -13.1% | -5.2% | -7.9% | -13.2% |
| YTD | -5.1% | -4.5% | -0.6% | -5.6% |
| 1Y | -6.5% | -45.4% | +38.9% | 0.0% |
| 3Y | +8.5% | +91.1% | -82.6% | -4.5% |
| 5Y | +43.3% | +226.8% | -183.5% | +14.7% |
| All | +284.9% | +217.1% | +67.8% | +204.4% |
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