+142.0%
SFM vs ARWR
+921.6%
-779.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -15.3% | +16.3% | +1.5% |
| 7D | -10.2% | -17.3% | +7.1% | -9.7% |
| 30D | -23.9% | -21.5% | -2.4% | -23.3% |
| 3M | -42.3% | -43.8% | +1.6% | -41.1% |
| 6M | -40.1% | -32.3% | -7.9% | -39.5% |
| YTD | -37.8% | -25.8% | -11.9% | -37.4% |
| 1Y | -37.1% | +25.5% | -62.6% | -38.0% |
| 3Y | +21.5% | +84.1% | -62.6% | +15.5% |
| 5Y | +103.8% | -39.2% | +143.0% | +97.3% |
| 10Y | +142.0% | +1,072.4% | -930.4% | +120.0% |
| All | +142.0% | +921.6% | -779.6% | +120.0% |
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