+779.7%
MSCI vs SFM
+146.8%
+632.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.7% |
| 7D | +1.5% | -10.2% | +11.7% | +2.7% |
| 30D | +14.4% | -23.9% | +38.3% | +17.5% |
| 3M | +15.2% | -42.3% | +57.5% | +22.1% |
| 6M | +11.2% | -40.1% | +51.4% | +17.0% |
| YTD | +13.9% | -37.8% | +51.7% | +18.8% |
| 1Y | +12.5% | -37.1% | +49.6% | +17.1% |
| 3Y | +32.3% | +21.5% | +10.7% | +23.4% |
| 5Y | +4.9% | +103.8% | -98.9% | -9.9% |
| 10Y | +779.7% | +142.0% | +637.7% | +629.7% |
| All | +779.7% | +146.8% | +632.9% | +629.7% |
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