+185.1%
ITW vs SFM
+268.6%
-83.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -2.4% | -8.8% | +6.4% | -1.2% |
| 30D | -9.5% | -14.5% | +4.9% | -7.7% |
| 3M | +6.6% | -16.8% | +23.5% | +9.0% |
| 6M | -1.8% | -5.3% | +3.6% | -2.1% |
| YTD | +9.0% | -9.4% | +18.4% | +9.1% |
| 1Y | +3.6% | -46.2% | +49.7% | +11.8% |
| 3Y | +19.4% | +81.3% | -61.8% | +1.4% |
| 5Y | +36.4% | +211.9% | -175.5% | +1.8% |
| All | +185.1% | +268.6% | -83.5% | +94.6% |
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