+142.0%
SFM vs FDS
+135.1%
+6.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.1% |
| 7D | -10.2% | -5.0% | -5.3% | -8.9% |
| 30D | -23.9% | +13.8% | -37.7% | -26.5% |
| 3M | -42.3% | +14.8% | -57.1% | -44.6% |
| 6M | -40.1% | +47.4% | -87.5% | -47.5% |
| YTD | -37.8% | +14.2% | -51.9% | -41.4% |
| 1Y | -37.1% | +26.6% | -63.7% | -42.9% |
| 3Y | +21.5% | -24.4% | +46.0% | +29.6% |
| 5Y | +103.8% | -22.6% | +126.4% | +112.6% |
| 10Y | +142.0% | +130.0% | +12.0% | +66.4% |
| All | +142.0% | +135.1% | +6.9% | +66.4% |
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