+176.2%
SAP vs SFM
+293.3%
-117.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -0.9% |
| 7D | -0.3% | -5.8% | +5.6% | +0.4% |
| 30D | +2.6% | -11.4% | +13.9% | +3.9% |
| 3M | +16.3% | -12.2% | +28.4% | +17.7% |
| 6M | +6.4% | -5.2% | +11.5% | +6.2% |
| YTD | -11.4% | -4.5% | -7.0% | -11.8% |
| 1Y | -20.4% | -45.4% | +25.0% | -15.4% |
| 3Y | +56.5% | +91.1% | -34.6% | +42.0% |
| 5Y | +56.8% | +226.8% | -170.0% | +31.0% |
| 10Y | +176.2% | +291.9% | -115.7% | +117.0% |
| All | +176.2% | +293.3% | -117.1% | +117.0% |
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