+132.6%
SFM vs ACM
+130.8%
+1.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.5% |
| 7D | -7.1% | +3.0% | -10.1% | -7.5% |
| 30D | -21.4% | +19.7% | -41.1% | -23.8% |
| 3M | -40.1% | +5.3% | -45.4% | -40.8% |
| 6M | -38.0% | -10.8% | -27.2% | -37.3% |
| YTD | -36.5% | -25.1% | -11.5% | -34.0% |
| 1Y | -35.2% | -45.8% | +10.6% | -28.1% |
| 3Y | +23.5% | -9.4% | +32.8% | +22.7% |
| 5Y | +109.7% | +4.8% | +104.9% | +101.9% |
| 10Y | +132.6% | +129.8% | +2.8% | +84.3% |
| All | +132.6% | +130.8% | +1.7% | +84.3% |
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