+130.5%
SFM vs SPY
+308.5%
-178.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -0.4% | +3.3% | -3.7% | -2.1% |
| 30D | -19.2% | -2.7% | -16.5% | -18.1% |
| 3M | -40.3% | -1.7% | -38.6% | -39.8% |
| 6M | -40.9% | +3.1% | -44.0% | -42.0% |
| YTD | -35.5% | +11.9% | -47.4% | -39.6% |
| 1Y | -37.4% | +12.0% | -49.4% | -41.5% |
| 3Y | +25.5% | +78.2% | -52.7% | -7.8% |
| 5Y | +113.0% | +73.2% | +39.8% | +57.0% |
| All | +130.5% | +308.5% | -178.0% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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