+132.6%
SFM vs IAG
+370.6%
-238.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +3.6% |
| 7D | -7.1% | +3.4% | -10.5% | -7.3% |
| 30D | -21.4% | -2.7% | -18.7% | -21.4% |
| 3M | -40.1% | -0.5% | -39.6% | -40.2% |
| 6M | -38.0% | -4.8% | -33.2% | -38.2% |
| YTD | -36.5% | +9.6% | -46.1% | -38.0% |
| 1Y | -35.2% | +32.2% | -67.4% | -37.7% |
| 3Y | +23.5% | +692.5% | -669.1% | +1.0% |
| 5Y | +109.7% | +447.6% | -337.9% | +71.1% |
| 10Y | +132.6% | +403.3% | -270.8% | +79.0% |
| All | +132.6% | +370.6% | -238.0% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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