-44.0%
S vs SFM
+100.0%
-144.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +1.2% |
| 7D | +1.2% | -7.1% | +8.3% | +2.0% |
| 30D | -7.3% | -21.4% | +14.1% | -5.5% |
| 3M | +5.9% | -40.1% | +46.0% | +10.9% |
| 6M | +45.6% | -38.0% | +83.6% | +51.3% |
| YTD | +58.5% | -36.5% | +95.1% | +63.6% |
| 1Y | +37.6% | -35.2% | +72.8% | +41.3% |
| 3Y | +51.7% | +23.5% | +28.2% | +48.7% |
| 5Y | -67.5% | +109.7% | -177.2% | -64.4% |
| All | -44.0% | +100.0% | -144.0% | -38.9% |
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