+133.6%
SFM vs BG
+111.0%
+22.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.3% | +1.1% |
| 7D | +6.0% | +2.6% | +3.5% | +5.7% |
| 30D | -19.5% | -6.7% | -12.8% | -18.7% |
| 3M | -37.0% | -9.3% | -27.8% | -36.4% |
| 6M | -41.0% | -18.3% | -22.7% | -39.7% |
| YTD | -34.6% | +16.2% | -50.8% | -36.8% |
| 1Y | -36.3% | +7.6% | -43.9% | -37.7% |
| 3Y | +24.5% | +6.6% | +18.0% | +20.8% |
| 5Y | +115.9% | +22.2% | +93.7% | +102.9% |
| All | +133.6% | +111.0% | +22.6% | +94.8% |
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