+272.7%
SFM vs BG
+171.4%
+101.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | -8.8% | +3.7% | -12.5% | -9.2% |
| 30D | -14.5% | +12.3% | -26.8% | -15.8% |
| 3M | -16.8% | -2.2% | -14.6% | -16.8% |
| 6M | -5.3% | +5.3% | -10.7% | -6.5% |
| YTD | -9.4% | +42.4% | -51.8% | -14.4% |
| 1Y | -46.2% | +55.2% | -101.4% | -49.9% |
| 3Y | +81.3% | +21.0% | +60.3% | +73.7% |
| 5Y | +211.9% | +87.1% | +124.7% | +177.1% |
| All | +272.7% | +171.4% | +101.3% | +203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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