+222.9%
SAP vs SFM
+146.8%
+76.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.6% |
| 7D | +1.6% | -10.2% | +11.9% | +2.9% |
| 30D | +10.5% | -23.9% | +34.4% | +13.6% |
| 3M | +15.2% | -42.3% | +57.4% | +22.0% |
| 6M | +36.7% | -40.1% | +76.8% | +43.6% |
| YTD | -0.6% | -37.8% | +37.2% | +3.6% |
| 1Y | -4.1% | -37.1% | +32.9% | -0.3% |
| 3Y | +73.2% | +21.5% | +51.7% | +65.0% |
| 5Y | +74.1% | +103.8% | -29.7% | +53.1% |
| 10Y | +222.9% | +142.0% | +81.0% | +170.3% |
| All | +222.9% | +146.8% | +76.1% | +170.3% |
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