+239.8%
RF vs SFM
+138.5%
+101.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | +0.3% | -6.9% | +7.2% | +1.2% |
| 30D | +6.2% | -25.0% | +31.2% | +9.5% |
| 3M | -7.8% | -42.7% | +34.9% | -1.7% |
| 6M | +5.9% | -41.0% | +46.9% | +12.1% |
| YTD | +9.0% | -38.7% | +47.7% | +14.1% |
| 1Y | +19.3% | -38.1% | +57.4% | +24.6% |
| 3Y | +116.4% | +19.3% | +97.1% | +99.5% |
| 5Y | +46.0% | +103.1% | -57.1% | +20.2% |
| 10Y | +239.8% | +131.1% | +108.7% | +168.3% |
| All | +239.8% | +138.5% | +101.3% | +168.3% |
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