+275.6%
SFM vs MKTX
+5.0%
+270.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -10.6% | -0.2% | -10.4% | -10.6% |
| 30D | -15.5% | +0.7% | -16.2% | -15.5% |
| 3M | -17.4% | +40.8% | -58.2% | -21.2% |
| 6M | -3.4% | -8.0% | +4.6% | -3.3% |
| YTD | -8.7% | -8.7% | +0.1% | -8.5% |
| 1Y | -47.2% | -11.8% | -35.3% | -46.9% |
| 3Y | +82.7% | -24.0% | +106.8% | +83.4% |
| 5Y | +214.3% | -60.3% | +274.6% | +238.0% |
| All | +275.6% | +5.0% | +270.6% | +259.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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