+0.5%
M vs SFM
+146.8%
-146.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.0% | +7.1% | +7.9% |
| 7D | +2.5% | -10.2% | +12.8% | +5.1% |
| 30D | +10.1% | -23.9% | +33.9% | +15.7% |
| 3M | -0.9% | -42.3% | +41.3% | +10.6% |
| 6M | +30.2% | -40.1% | +70.3% | +43.1% |
| YTD | +16.3% | -37.8% | +54.1% | +25.4% |
| 1Y | +27.0% | -37.1% | +64.0% | +36.5% |
| 3Y | +154.5% | +21.5% | +132.9% | +113.3% |
| 5Y | -1.1% | +103.8% | -104.8% | -31.2% |
| 10Y | +0.5% | +142.0% | -141.5% | -36.1% |
| All | +0.5% | +146.8% | -146.3% | -36.1% |
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