+227.5%
LOW vs SFM
+271.4%
-43.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -3.7% | -10.6% | +6.9% | -2.2% |
| 30D | -8.9% | -15.5% | +6.6% | -6.8% |
| 3M | -10.4% | -17.4% | +7.0% | -8.2% |
| 6M | -19.4% | -3.4% | -16.0% | -19.7% |
| YTD | -17.1% | -8.7% | -8.4% | -16.9% |
| 1Y | -26.3% | -47.2% | +20.9% | -20.2% |
| 3Y | -9.9% | +82.7% | -92.6% | -21.6% |
| 5Y | +6.1% | +214.3% | -208.2% | -16.8% |
| All | +227.5% | +271.4% | -43.9% | +145.5% |
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