+133.4%
ROP vs SFM
+293.3%
-159.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.5% | +3.6% | -2.0% |
| 7D | -5.4% | -5.8% | +0.4% | -4.7% |
| 30D | -1.6% | -11.4% | +9.7% | -0.2% |
| 3M | +18.8% | -12.2% | +31.0% | +20.5% |
| 6M | +8.2% | -5.2% | +13.4% | +8.1% |
| YTD | -10.5% | -4.5% | -6.0% | -10.8% |
| 1Y | -23.7% | -45.4% | +21.6% | -18.5% |
| 3Y | -17.9% | +91.1% | -108.9% | -27.5% |
| 5Y | -15.3% | +226.8% | -242.1% | -32.3% |
| 10Y | +133.4% | +291.9% | -158.5% | +75.0% |
| All | +133.4% | +293.3% | -159.9% | +75.0% |
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