+272.7%
SFM vs FDS
+66.9%
+205.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.8% | +4.6% | +0.3% |
| 7D | -8.8% | -16.0% | +7.2% | -4.4% |
| 30D | -14.5% | -6.7% | -7.7% | -13.0% |
| 3M | -16.8% | +6.0% | -22.8% | -19.2% |
| 6M | -5.3% | +25.1% | -30.4% | -13.7% |
| YTD | -9.4% | -8.1% | -1.2% | -9.2% |
| 1Y | -46.2% | -26.0% | -20.1% | -42.4% |
| 3Y | +81.3% | -36.4% | +117.7% | +102.2% |
| 5Y | +211.9% | -27.7% | +239.6% | +230.0% |
| All | +272.7% | +66.9% | +205.9% | +203.3% |
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