+707.9%
P vs SFM
+146.8%
+561.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +6.2% |
| 7D | -9.6% | -10.2% | +0.6% | -8.8% |
| 30D | -33.4% | -23.9% | -9.5% | -32.2% |
| 3M | +14.2% | -42.3% | +56.5% | +19.2% |
| 6M | +31.6% | -40.1% | +71.7% | +36.3% |
| YTD | +53.5% | -37.8% | +91.2% | +57.7% |
| 1Y | +14.2% | -37.1% | +51.3% | +17.0% |
| 3Y | +190.5% | +21.5% | +169.0% | +175.7% |
| 5Y | +256.3% | +103.8% | +152.6% | +209.9% |
| 10Y | +707.9% | +142.0% | +565.9% | +563.1% |
| All | +707.9% | +146.8% | +561.1% | +563.1% |
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