+82.7%
O vs SFM
+138.5%
-55.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | +3.5% | -6.9% | +10.4% | +4.1% |
| 30D | +10.4% | -25.0% | +35.4% | +12.6% |
| 3M | -2.4% | -42.7% | +40.3% | +1.6% |
| 6M | -1.2% | -41.0% | +39.8% | +2.4% |
| YTD | +10.4% | -38.7% | +49.1% | +13.8% |
| 1Y | +11.4% | -38.1% | +49.6% | +14.7% |
| 3Y | +40.4% | +19.3% | +21.1% | +33.3% |
| 5Y | +12.1% | +103.1% | -91.0% | 0.0% |
| 10Y | +82.7% | +131.1% | -48.3% | +58.4% |
| All | +82.7% | +138.5% | -55.8% | +58.4% |
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