+272.7%
SFM vs MDY
+175.0%
+97.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | -8.8% | -2.5% | -6.2% | -7.7% |
| 30D | -14.5% | -5.0% | -9.4% | -12.5% |
| 3M | -16.8% | +0.5% | -17.3% | -17.1% |
| 6M | -5.3% | +8.0% | -13.4% | -9.0% |
| YTD | -9.4% | +12.2% | -21.5% | -14.6% |
| 1Y | -46.2% | +14.0% | -60.1% | -49.6% |
| 3Y | +81.3% | +48.2% | +33.1% | +50.5% |
| 5Y | +211.9% | +46.1% | +165.8% | +158.2% |
| All | +272.7% | +175.0% | +97.8% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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