+380.3%
NDAQ vs SFM
+280.6%
+99.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.1% | -0.3% |
| 7D | -1.6% | -7.2% | +5.6% | -0.6% |
| 30D | -1.5% | -14.3% | +12.9% | +0.4% |
| 3M | +8.0% | -13.7% | +21.8% | +9.9% |
| 6M | +7.7% | -6.0% | +13.7% | +7.9% |
| YTD | -2.3% | -8.2% | +5.9% | -2.0% |
| 1Y | +0.6% | -46.2% | +46.8% | +7.8% |
| 3Y | +90.9% | +83.6% | +7.4% | +71.5% |
| 5Y | +52.5% | +212.7% | -160.2% | +24.8% |
| 10Y | +380.3% | +273.0% | +107.3% | +260.5% |
| All | +380.3% | +280.6% | +99.7% | +260.5% |
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