+291.9%
SFM vs ACM
+128.0%
+164.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.4% |
| 7D | -5.8% | -0.3% | -5.5% | -5.8% |
| 30D | -11.4% | -12.9% | +1.6% | -9.5% |
| 3M | -12.2% | -6.4% | -5.8% | -11.6% |
| 6M | -5.2% | -29.2% | +24.1% | +0.1% |
| YTD | -4.5% | -29.9% | +25.5% | +0.5% |
| 1Y | -45.4% | -47.3% | +1.9% | -39.4% |
| 3Y | +91.1% | -19.6% | +110.7% | +94.0% |
| 5Y | +226.8% | +5.5% | +221.3% | +214.9% |
| 10Y | +291.9% | +129.7% | +162.2% | +232.5% |
| All | +291.9% | +128.0% | +164.0% | +232.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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