+113.0%
SFM vs TENB
-25.2%
+138.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +1.9% |
| 7D | -0.4% | -7.0% | +6.6% | +0.1% |
| 30D | -19.2% | -0.6% | -18.6% | -19.7% |
| 3M | -40.3% | +10.9% | -51.3% | -41.5% |
| 6M | -40.9% | +95.4% | -136.3% | -45.8% |
| YTD | -35.5% | +74.5% | -110.0% | -40.4% |
| 1Y | -37.4% | +49.2% | -86.7% | -41.0% |
| 3Y | +25.5% | +9.7% | +15.7% | +22.6% |
| 5Y | +113.0% | -24.6% | +137.6% | +118.3% |
| All | +113.0% | -25.2% | +138.2% | +118.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling