+29.7%
Q vs SFM
-28.3%
+58.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.5% | +8.8% | +1.4% |
| 7D | +6.7% | -5.8% | +12.6% | +5.9% |
| 30D | -10.6% | -11.4% | +0.7% | -11.9% |
| 3M | -14.6% | -12.2% | -2.4% | -15.8% |
| 6M | +12.1% | -5.2% | +17.2% | +12.1% |
| YTD | +51.3% | -4.5% | +55.7% | +52.6% |
| All | +29.7% | -28.3% | +58.0% | +31.9% |
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