+183.1%
ROP vs SFM
+137.0%
+46.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -2.7% | -0.4% | -2.2% | -2.6% |
| 30D | +29.7% | -19.2% | +48.9% | +32.7% |
| 3M | +21.2% | -40.3% | +61.5% | +28.9% |
| 6M | +48.3% | -40.9% | +89.1% | +57.3% |
| YTD | +8.4% | -35.5% | +43.9% | +13.1% |
| 1Y | +6.0% | -37.4% | +43.4% | +11.0% |
| 3Y | -5.6% | +25.5% | -31.1% | -12.7% |
| 5Y | +1.3% | +113.0% | -111.7% | -15.1% |
| All | +183.1% | +137.0% | +46.1% | +123.8% |
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