+357.3%
RL vs SFM
+138.2%
+219.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.5% | -0.7% |
| 7D | -4.2% | -1.2% | -2.9% | -4.0% |
| 30D | +4.3% | -24.8% | +29.0% | +7.7% |
| 3M | -4.6% | -43.7% | +39.1% | +2.6% |
| 6M | +1.7% | -37.3% | +39.0% | +7.2% |
| YTD | +7.3% | -38.4% | +45.7% | +12.8% |
| 1Y | +20.8% | -36.9% | +57.7% | +26.4% |
| 3Y | +247.0% | +20.7% | +226.3% | +224.6% |
| 5Y | +225.5% | +103.5% | +122.0% | +176.6% |
| All | +357.3% | +138.2% | +219.0% | +277.0% |
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