+142.0%
SFM vs COO
+40.7%
+101.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.5% |
| 7D | -10.2% | +4.3% | -14.5% | -11.0% |
| 30D | -23.9% | +17.6% | -41.5% | -26.3% |
| 3M | -42.3% | -13.9% | -28.4% | -40.7% |
| 6M | -40.1% | +6.6% | -46.7% | -41.1% |
| YTD | -37.8% | -22.0% | -15.8% | -35.2% |
| 1Y | -37.1% | -8.8% | -28.3% | -36.5% |
| 3Y | +21.5% | -21.5% | +43.0% | +23.9% |
| 5Y | +103.8% | -41.0% | +144.8% | +116.1% |
| 10Y | +142.0% | +40.9% | +101.1% | +131.9% |
| All | +142.0% | +40.7% | +101.3% | +131.9% |
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