-47.8%
S vs SFM
+106.0%
-153.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +2.0% | +6.0% | -4.1% | +1.4% |
| 30D | -2.7% | -19.5% | +16.7% | -1.0% |
| 3M | -6.9% | -37.0% | +30.1% | -2.9% |
| 6M | +38.1% | -41.0% | +79.1% | +44.6% |
| YTD | +48.0% | -34.6% | +82.6% | +52.3% |
| 1Y | +34.5% | -36.3% | +70.7% | +38.7% |
| 3Y | +38.3% | +24.5% | +13.8% | +35.4% |
| 5Y | -70.9% | +115.9% | -186.8% | -68.2% |
| All | -47.8% | +106.0% | -153.7% | -43.1% |
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