-3.4%
M vs SFM
+293.3%
-296.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +3.9% | -1.1% |
| 7D | +2.4% | -5.8% | +8.2% | +3.7% |
| 30D | -11.6% | -11.4% | -0.3% | -9.3% |
| 3M | +1.6% | -12.2% | +13.8% | +4.1% |
| 6M | +25.2% | -5.2% | +30.4% | +25.0% |
| YTD | +3.8% | -4.5% | +8.2% | +2.8% |
| 1Y | +36.3% | -45.4% | +81.7% | +53.3% |
| 3Y | +116.3% | +91.1% | +25.3% | +66.2% |
| 5Y | +28.2% | +226.8% | -198.6% | -18.5% |
| 10Y | -3.4% | +291.9% | -295.3% | -44.7% |
| All | -3.4% | +293.3% | -296.7% | -44.7% |
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