+800.7%
MSCI vs SFM
+138.5%
+662.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.8% |
| 7D | +2.7% | -6.9% | +9.6% | +3.5% |
| 30D | +16.2% | -25.0% | +41.2% | +19.6% |
| 3M | +17.1% | -42.7% | +59.8% | +24.2% |
| 6M | +13.0% | -41.0% | +54.0% | +19.1% |
| YTD | +15.8% | -38.7% | +54.4% | +20.9% |
| 1Y | +15.5% | -38.1% | +53.6% | +20.4% |
| 3Y | +32.3% | +19.3% | +13.0% | +23.6% |
| 5Y | +8.2% | +103.1% | -94.9% | -7.1% |
| 10Y | +800.7% | +131.1% | +669.6% | +643.2% |
| All | +800.7% | +138.5% | +662.2% | +643.2% |
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