+28.9%
JD vs SFM
+146.8%
-117.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.5% |
| 7D | +7.9% | -10.2% | +18.1% | +8.4% |
| 30D | +4.8% | -23.9% | +28.6% | +5.8% |
| 3M | -13.9% | -42.3% | +28.3% | -12.1% |
| 6M | -5.8% | -40.1% | +34.3% | -4.0% |
| YTD | +2.4% | -37.8% | +40.2% | +4.1% |
| 1Y | -7.5% | -37.1% | +29.5% | -6.1% |
| 3Y | +20.9% | +21.5% | -0.7% | +18.4% |
| 5Y | -58.0% | +103.8% | -161.8% | -59.9% |
| 10Y | +28.9% | +142.0% | -113.1% | +18.7% |
| All | +28.9% | +146.8% | -117.9% | +18.7% |
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