+7.5%
SMR vs SFM
+154.5%
-147.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -2.6% |
| 7D | +13.1% | -7.2% | +20.2% | +14.3% |
| 30D | +17.8% | -14.3% | +32.1% | +20.6% |
| 3M | +8.1% | -13.7% | +21.8% | +10.2% |
| 6M | -11.1% | -6.0% | -5.1% | -12.3% |
| YTD | -23.7% | -8.2% | -15.5% | -24.7% |
| 1Y | -69.4% | -46.2% | -23.2% | -65.3% |
| 3Y | +82.6% | +83.6% | -1.0% | +70.4% |
| All | +7.5% | +154.5% | -147.0% | -3.0% |
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