+634.6%
P vs SFM
+140.2%
+494.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.3% | -2.0% |
| 7D | +11.6% | +6.0% | +5.6% | +11.1% |
| 30D | -23.7% | -19.5% | -4.2% | -22.6% |
| 3M | -8.0% | -37.0% | +29.0% | -4.7% |
| 6M | +27.9% | -41.0% | +68.9% | +32.8% |
| YTD | +61.2% | -34.6% | +95.8% | +64.8% |
| 1Y | +28.6% | -36.3% | +64.9% | +31.8% |
| 3Y | +200.5% | +24.5% | +175.9% | +185.7% |
| 5Y | +282.9% | +115.9% | +167.1% | +233.4% |
| All | +634.6% | +140.2% | +494.5% | +479.0% |
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