+273.0%
SFM vs EXEL
+378.5%
-105.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.1% | -5.1% | -4.0% |
| 7D | -7.2% | -0.3% | -6.8% | -7.1% |
| 30D | -14.3% | +10.1% | -24.5% | -15.0% |
| 3M | -13.7% | +10.1% | -23.8% | -14.5% |
| 6M | -6.0% | +37.7% | -43.7% | -8.6% |
| YTD | -8.2% | +33.1% | -41.3% | -10.6% |
| 1Y | -46.2% | +52.4% | -98.6% | -48.3% |
| 3Y | +83.6% | +163.8% | -80.3% | +67.9% |
| 5Y | +212.7% | +198.5% | +14.2% | +181.6% |
| 10Y | +273.0% | +386.9% | -113.9% | +203.5% |
| All | +273.0% | +378.5% | -105.5% | +203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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