+296.8%
ITOT vs SFM
+271.4%
+25.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.7% |
| 7D | -0.9% | -10.6% | +9.7% | +0.4% |
| 30D | -1.5% | -15.5% | +14.0% | +0.4% |
| 3M | +3.6% | -17.4% | +21.0% | +5.5% |
| 6M | +13.7% | -3.4% | +17.1% | +13.2% |
| YTD | +12.9% | -8.7% | +21.6% | +13.0% |
| 1Y | +17.2% | -47.2% | +64.3% | +25.2% |
| 3Y | +75.6% | +82.7% | -7.1% | +57.5% |
| 5Y | +75.5% | +214.3% | -138.8% | +44.0% |
| All | +296.8% | +271.4% | +25.3% | +202.4% |
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