+55.3%
O vs SFM
+280.6%
-225.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.5% | -1.2% |
| 7D | -2.3% | -7.2% | +4.9% | -1.7% |
| 30D | -2.4% | -14.3% | +11.9% | -1.3% |
| 3M | -0.6% | -13.7% | +13.1% | +0.4% |
| 6M | -5.0% | -6.0% | +1.0% | -4.9% |
| YTD | +10.4% | -8.2% | +18.6% | +10.5% |
| 1Y | +6.6% | -46.2% | +52.8% | +11.2% |
| 3Y | +28.4% | +83.6% | -55.2% | +18.4% |
| 5Y | +15.3% | +212.7% | -197.4% | +0.1% |
| 10Y | +55.3% | +273.0% | -217.7% | +30.2% |
| All | +55.3% | +280.6% | -225.3% | +30.2% |
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