+455.3%
SN vs SFM
+27.9%
+427.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +2.0% | +2.8% |
| 7D | +7.6% | -10.2% | +17.9% | +9.2% |
| 30D | +24.1% | -23.9% | +48.0% | +27.9% |
| 3M | +23.7% | -42.3% | +66.0% | +33.2% |
| 6M | +105.5% | -40.1% | +145.7% | +118.3% |
| YTD | +105.1% | -37.8% | +142.9% | +114.2% |
| 1Y | +148.3% | -37.1% | +185.4% | +158.4% |
| 3Y | +438.7% | +21.5% | +417.1% | +490.4% |
| All | +455.3% | +27.9% | +427.4% | +504.2% |
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