+605.8%
MSCI vs SFM
+293.3%
+312.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.5% | +2.7% | -3.0% |
| 7D | -2.1% | -5.8% | +3.7% | -1.4% |
| 30D | -1.7% | -11.4% | +9.6% | -0.4% |
| 3M | -8.2% | -12.2% | +4.0% | -7.0% |
| 6M | -2.4% | -5.2% | +2.7% | -2.4% |
| YTD | -2.8% | -4.5% | +1.6% | -3.1% |
| 1Y | -2.7% | -45.4% | +42.7% | +3.7% |
| 3Y | +7.3% | +91.1% | -83.8% | -4.4% |
| 5Y | -11.4% | +226.8% | -238.2% | -27.3% |
| 10Y | +605.8% | +291.9% | +313.9% | +446.1% |
| All | +605.8% | +293.3% | +312.5% | +446.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling