+361.0%
ORLY vs SFM
+271.4%
+89.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -2.4% | -10.6% | +8.3% | -0.6% |
| 30D | -6.8% | -15.5% | +8.7% | -4.3% |
| 3M | -4.8% | -17.4% | +12.7% | -2.1% |
| 6M | -9.1% | -3.4% | -5.6% | -9.2% |
| YTD | -5.9% | -8.7% | +2.8% | -5.5% |
| 1Y | -20.4% | -47.2% | +26.8% | -13.2% |
| 3Y | +36.6% | +82.7% | -46.1% | +17.0% |
| 5Y | +117.3% | +214.3% | -97.0% | +64.0% |
| All | +361.0% | +271.4% | +89.6% | +220.6% |
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