+131.1%
SFM vs FDS
+127.5%
+3.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -6.9% | -2.0% | -4.9% | -6.3% |
| 30D | -25.0% | +13.5% | -38.5% | -27.5% |
| 3M | -42.7% | +15.2% | -57.9% | -45.1% |
| 6M | -41.0% | +47.0% | -88.0% | -48.2% |
| YTD | -38.7% | +13.9% | -52.6% | -42.1% |
| 1Y | -38.1% | +25.2% | -63.3% | -43.6% |
| 3Y | +19.3% | -25.3% | +44.7% | +27.7% |
| 5Y | +103.1% | -23.3% | +126.4% | +112.4% |
| 10Y | +131.1% | +126.0% | +5.0% | +62.7% |
| All | +131.1% | +127.5% | +3.6% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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