+310.1%
RL vs SFM
+293.3%
+16.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -0.2% |
| 7D | +1.9% | -5.8% | +7.7% | +2.7% |
| 30D | -12.2% | -11.4% | -0.9% | -10.8% |
| 3M | -6.6% | -12.2% | +5.6% | -5.2% |
| 6M | +3.2% | -5.2% | +8.3% | +3.0% |
| YTD | -1.3% | -4.5% | +3.2% | -1.8% |
| 1Y | +13.6% | -45.4% | +59.0% | +22.6% |
| 3Y | +210.9% | +91.1% | +119.8% | +174.8% |
| 5Y | +246.9% | +226.8% | +20.1% | +178.3% |
| 10Y | +310.1% | +291.9% | +18.2% | +202.3% |
| All | +310.1% | +293.3% | +16.8% | +202.3% |
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