+291.9%
SFM vs COO
+43.7%
+248.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.7% | -3.8% | -6.0% |
| 7D | -5.8% | -2.3% | -3.5% | -5.4% |
| 30D | -11.4% | -8.8% | -2.5% | -9.7% |
| 3M | -12.2% | +1.3% | -13.5% | -12.5% |
| 6M | -5.2% | -11.6% | +6.4% | -3.2% |
| YTD | -4.5% | -17.4% | +12.9% | -1.3% |
| 1Y | -45.4% | -1.6% | -43.8% | -45.6% |
| 3Y | +91.1% | -22.6% | +113.7% | +96.0% |
| 5Y | +226.8% | -40.3% | +267.1% | +246.5% |
| 10Y | +291.9% | +45.2% | +246.7% | +274.4% |
| All | +291.9% | +43.7% | +248.2% | +274.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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