+1,381.0%
NET vs SFM
+176.1%
+1,204.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -2.9% |
| 7D | -16.4% | -12.3% | -4.1% | -15.5% |
| 30D | -25.8% | -16.2% | -9.6% | -24.8% |
| 3M | -11.5% | -36.8% | +25.3% | -7.7% |
| 6M | +18.9% | -32.6% | +51.5% | +22.0% |
| YTD | +35.2% | -31.7% | +66.9% | +37.7% |
| 1Y | +14.5% | -35.0% | +49.5% | +17.3% |
| 3Y | +313.8% | +30.6% | +283.2% | +280.4% |
| 5Y | +32.6% | +136.0% | -103.4% | +15.3% |
| All | +1,381.0% | +176.1% | +1,204.9% | +1,105.1% |
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 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