+291.9%
SFM vs ARWR
+1,075.6%
-783.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.4% | -5.1% | -6.5% |
| 7D | -5.8% | +2.9% | -8.7% | -5.9% |
| 30D | -11.4% | -2.9% | -8.5% | -11.3% |
| 3M | -12.2% | +15.2% | -27.4% | -12.7% |
| 6M | -5.2% | +42.3% | -47.4% | -6.5% |
| YTD | -4.5% | +28.2% | -32.7% | -5.6% |
| 1Y | -45.4% | +213.2% | -258.6% | -48.0% |
| 3Y | +91.1% | +184.6% | -93.6% | +79.1% |
| 5Y | +226.8% | +29.2% | +197.5% | +209.3% |
| 10Y | +291.9% | +1,012.5% | -720.6% | +238.7% |
| All | +291.9% | +1,075.6% | -783.6% | +238.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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