+275.6%
SFM vs FWONK
+340.2%
-64.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -10.6% | +0.1% | -10.7% | -10.6% |
| 30D | -15.5% | -7.7% | -7.7% | -14.6% |
| 3M | -17.4% | +5.7% | -23.1% | -18.0% |
| 6M | -3.4% | +13.5% | -16.9% | -5.0% |
| YTD | -8.7% | -3.0% | -5.7% | -8.5% |
| 1Y | -47.2% | -6.4% | -40.8% | -46.9% |
| 3Y | +82.7% | +43.8% | +38.9% | +74.2% |
| 5Y | +214.3% | +98.6% | +115.7% | +190.5% |
| All | +275.6% | +340.2% | -64.6% | +226.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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