+153.1%
IWM vs SFM
+144.4%
+8.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +1.6% |
| 7D | -2.0% | -1.2% | -0.8% | -2.0% |
| 30D | -1.5% | -24.8% | +23.3% | +1.7% |
| 3M | -8.0% | -43.7% | +35.7% | -1.3% |
| 6M | -4.1% | -37.3% | +33.2% | +0.8% |
| YTD | +11.9% | -38.4% | +50.3% | +17.3% |
| 1Y | +15.0% | -36.9% | +51.9% | +19.9% |
| 3Y | +64.2% | +20.7% | +43.5% | +51.2% |
| 5Y | +20.4% | +103.5% | -83.1% | -0.1% |
| All | +153.1% | +144.4% | +8.7% | +98.0% |
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