+145.4%
SFM vs TENB
+22.6%
+122.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +6.0% | -3.3% | +9.3% | +6.3% |
| 30D | -19.5% | +6.9% | -26.4% | -20.3% |
| 3M | -37.0% | +1.8% | -38.8% | -37.6% |
| 6M | -41.0% | +98.1% | -139.1% | -45.2% |
| YTD | -34.6% | +73.2% | -107.9% | -38.8% |
| 1Y | -36.3% | +50.7% | -86.9% | -39.6% |
| 3Y | +24.5% | +9.3% | +15.2% | +21.3% |
| 5Y | +115.9% | -25.1% | +141.0% | +112.8% |
| All | +145.4% | +22.6% | +122.8% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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