+12.5%
SM vs SFM
+293.3%
-280.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.5% | +10.1% | +4.4% |
| 7D | -0.2% | -5.8% | +5.7% | +0.5% |
| 30D | +31.5% | -11.4% | +42.9% | +33.2% |
| 3M | +17.3% | -12.2% | +29.5% | +18.7% |
| 6M | +48.5% | -5.2% | +53.7% | +48.1% |
| YTD | +106.3% | -4.5% | +110.7% | +105.0% |
| 1Y | +47.3% | -45.4% | +92.7% | +57.9% |
| 3Y | -1.4% | +91.1% | -92.5% | -12.6% |
| 5Y | +114.0% | +226.8% | -112.7% | +72.8% |
| 10Y | +12.5% | +291.9% | -279.4% | -8.8% |
| All | +12.5% | +293.3% | -280.8% | -8.8% |
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