+183.6%
ROP vs SFM
+146.8%
+36.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | -1.6% | -10.2% | +8.6% | -0.3% |
| 30D | +29.5% | -23.9% | +53.4% | +33.5% |
| 3M | +17.5% | -42.3% | +59.8% | +25.5% |
| 6M | +38.1% | -40.1% | +78.2% | +46.2% |
| YTD | +7.0% | -37.8% | +44.7% | +12.1% |
| 1Y | +6.5% | -37.1% | +43.6% | +11.4% |
| 3Y | -5.5% | +21.5% | -27.0% | -12.2% |
| 5Y | -0.4% | +103.8% | -104.2% | -16.0% |
| 10Y | +183.6% | +142.0% | +41.6% | +122.3% |
| All | +183.6% | +146.8% | +36.8% | +122.3% |
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