+15.6%
SM vs SFM
+137.0%
-121.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.5% | +5.0% |
| 7D | +10.6% | -0.4% | +11.0% | +10.6% |
| 30D | -15.0% | -19.2% | +4.2% | -13.4% |
| 3M | +1.7% | -40.3% | +42.0% | +7.4% |
| 6M | +5.9% | -40.9% | +46.7% | +11.5% |
| YTD | +79.0% | -35.5% | +114.5% | +85.4% |
| 1Y | +84.7% | -37.4% | +122.1% | +92.0% |
| 3Y | -3.5% | +25.5% | -28.9% | -10.7% |
| 5Y | +4.9% | +113.0% | -108.1% | -11.8% |
| All | +15.6% | +137.0% | -121.4% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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