+275.6%
SFM vs SNY
+64.5%
+211.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -10.6% | -3.3% | -7.3% | -10.0% |
| 30D | -15.5% | -2.2% | -13.3% | -15.1% |
| 3M | -17.4% | -3.0% | -14.4% | -17.0% |
| 6M | -3.4% | +2.7% | -6.2% | -4.2% |
| YTD | -8.7% | -6.8% | -1.8% | -7.8% |
| 1Y | -47.2% | -5.3% | -41.9% | -47.0% |
| 3Y | +82.7% | -9.8% | +92.5% | +81.6% |
| 5Y | +214.3% | +9.7% | +204.6% | +192.5% |
| All | +275.6% | +64.5% | +211.1% | +229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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