+655.3%
P vs SFM
+140.8%
+514.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.5% | +1.0% | +4.2% |
| 7D | -4.7% | -7.1% | +2.3% | -4.1% |
| 30D | -31.4% | -21.4% | -10.0% | -30.4% |
| 3M | -2.6% | -40.1% | +37.5% | +1.2% |
| 6M | +21.9% | -38.0% | +60.0% | +25.9% |
| YTD | +58.9% | -36.5% | +95.5% | +63.0% |
| 1Y | +21.7% | -35.2% | +56.9% | +24.4% |
| 3Y | +193.3% | +23.5% | +169.8% | +178.7% |
| 5Y | +275.1% | +109.7% | +165.4% | +226.8% |
| 10Y | +655.3% | +132.6% | +522.8% | +516.4% |
| All | +655.3% | +140.8% | +514.6% | +516.4% |
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