+275.6%
SFM vs NTRS
+259.9%
+15.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -10.6% | +1.4% | -12.0% | -10.9% |
| 30D | -15.5% | -0.7% | -14.8% | -15.3% |
| 3M | -17.4% | +11.3% | -28.8% | -19.4% |
| 6M | -3.4% | +35.5% | -39.0% | -10.1% |
| YTD | -8.7% | +40.6% | -49.3% | -15.9% |
| 1Y | -47.2% | +49.2% | -96.4% | -52.1% |
| 3Y | +82.7% | +167.2% | -84.5% | +43.4% |
| 5Y | +214.3% | +94.9% | +119.4% | +160.2% |
| All | +275.6% | +259.9% | +15.7% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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