+275.6%
SFM vs MTCH
+208.0%
+67.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | -10.6% | +1.3% | -11.9% | -10.7% |
| 30D | -15.5% | +15.9% | -31.3% | -16.4% |
| 3M | -17.4% | +23.3% | -40.7% | -18.9% |
| 6M | -3.4% | +40.1% | -43.6% | -6.2% |
| YTD | -8.7% | +33.6% | -42.3% | -11.1% |
| 1Y | -47.2% | +14.1% | -61.2% | -47.9% |
| 3Y | +82.7% | +1.4% | +81.3% | +79.6% |
| 5Y | +214.3% | -73.1% | +287.4% | +224.2% |
| All | +275.6% | +208.0% | +67.6% | +226.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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