+568.6%
SE vs SFM
+284.6%
+284.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.1% | -3.6% |
| 7D | -3.6% | -7.2% | +3.5% | -2.8% |
| 30D | -5.3% | -14.3% | +9.0% | -3.6% |
| 3M | +28.1% | -13.7% | +41.8% | +30.0% |
| 6M | +20.7% | -6.0% | +26.7% | +20.7% |
| YTD | -14.8% | -8.2% | -6.6% | -14.7% |
| 1Y | -43.6% | -46.2% | +2.7% | -39.4% |
| 3Y | +184.2% | +83.6% | +100.7% | +158.9% |
| 5Y | -66.3% | +212.7% | -279.0% | -71.6% |
| All | +568.6% | +284.6% | +284.0% | +424.6% |
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