+242.9%
SFM vs TENB
-9.4%
+252.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +1.2% |
| 7D | -10.6% | -12.1% | +1.5% | -9.7% |
| 30D | -15.5% | -18.6% | +3.2% | -14.3% |
| 3M | -17.4% | +12.1% | -29.5% | -18.8% |
| 6M | -3.4% | +46.8% | -50.2% | -7.8% |
| YTD | -8.7% | +28.0% | -36.6% | -11.9% |
| 1Y | -47.2% | -1.4% | -45.8% | -47.7% |
| 3Y | +82.7% | -33.9% | +116.7% | +86.1% |
| 5Y | +214.3% | -34.6% | +248.9% | +215.8% |
| All | +242.9% | -9.4% | +252.3% | +211.1% |
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