+155.9%
SO vs SFM
+293.3%
-137.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +1.7% |
| 7D | +1.0% | -5.8% | +6.8% | +1.6% |
| 30D | -3.2% | -11.4% | +8.2% | -2.1% |
| 3M | -1.7% | -12.2% | +10.5% | -0.7% |
| 6M | -7.2% | -5.2% | -2.0% | -7.2% |
| YTD | +4.6% | -4.5% | +9.0% | +4.3% |
| 1Y | +1.2% | -45.4% | +46.6% | +6.6% |
| 3Y | +45.3% | +91.1% | -45.8% | +28.9% |
| 5Y | +58.7% | +226.8% | -168.1% | +29.3% |
| 10Y | +155.9% | +291.9% | -136.1% | +95.9% |
| All | +155.9% | +293.3% | -137.5% | +95.9% |
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