-54.3%
S vs SFM
+189.2%
-243.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.5% |
| 7D | -1.2% | -7.2% | +6.0% | -0.4% |
| 30D | -12.6% | -14.3% | +1.8% | -11.3% |
| 3M | +27.6% | -13.7% | +41.3% | +29.0% |
| 6M | +35.5% | -6.0% | +41.5% | +35.0% |
| YTD | +29.6% | -8.2% | +37.8% | +29.3% |
| 1Y | +8.1% | -46.2% | +54.4% | +16.3% |
| 3Y | +14.8% | +83.6% | -68.8% | +8.6% |
| 5Y | -70.6% | +212.7% | -283.3% | -68.3% |
| All | -54.3% | +189.2% | -243.5% | -51.7% |
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