+211.9%
SFM vs MKTX
-60.6%
+272.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -8.8% | -0.2% | -8.6% | -8.7% |
| 30D | -14.5% | +0.8% | -15.3% | -14.6% |
| 3M | -16.8% | +41.1% | -58.0% | -20.7% |
| 6M | -5.3% | -9.5% | +4.2% | -5.6% |
| YTD | -9.4% | -8.7% | -0.7% | -9.7% |
| 1Y | -46.2% | -10.0% | -36.2% | -46.3% |
| 3Y | +81.3% | -24.6% | +105.9% | +80.4% |
| 5Y | +211.9% | -60.3% | +272.2% | +214.1% |
| All | +211.9% | -60.6% | +272.4% | +214.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling