-53.7%
SMR vs SFM
+81.2%
-134.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.7% | -3.5% |
| 7D | -8.3% | +6.0% | -14.3% | -9.0% |
| 30D | -20.1% | -19.5% | -0.6% | -18.1% |
| 3M | -52.7% | -37.0% | -15.7% | -49.7% |
| 6M | -61.0% | -41.0% | -20.0% | -58.3% |
| YTD | -67.1% | -34.6% | -32.5% | -66.1% |
| 1Y | -79.9% | -36.3% | -43.6% | -79.2% |
| 3Y | +101.7% | +24.5% | +77.2% | +97.5% |
| All | -53.7% | +81.2% | -134.9% | -56.3% |
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