+448.0%
RSG vs SFM
+140.2%
+307.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +2.5% | +6.0% | -3.6% | +1.9% |
| 30D | +12.7% | -19.5% | +32.2% | +14.7% |
| 3M | +17.9% | -37.0% | +55.0% | +23.0% |
| 6M | +25.0% | -41.0% | +66.0% | +30.9% |
| YTD | +20.8% | -34.6% | +55.5% | +24.7% |
| 1Y | +24.3% | -36.3% | +60.5% | +28.6% |
| 3Y | +65.3% | +24.5% | +40.7% | +56.6% |
| 5Y | +99.1% | +115.9% | -16.8% | +74.5% |
| All | +448.0% | +140.2% | +307.8% | +362.2% |
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