+76.2%
O vs SFM
+140.2%
-64.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -0.8% |
| 7D | -0.4% | +6.0% | -6.4% | -0.8% |
| 30D | +7.1% | -19.5% | +26.6% | +8.6% |
| 3M | -5.2% | -37.0% | +31.8% | -2.1% |
| 6M | -1.8% | -41.0% | +39.2% | +1.9% |
| YTD | +9.1% | -34.6% | +43.7% | +11.8% |
| 1Y | +9.7% | -36.3% | +45.9% | +12.6% |
| 3Y | +39.1% | +24.5% | +14.6% | +31.8% |
| 5Y | +8.4% | +115.9% | -107.5% | -3.8% |
| All | +76.2% | +140.2% | -64.0% | +49.8% |
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