+194.9%
SO vs SFM
+138.5%
+56.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | -0.1% | -6.9% | +6.8% | +0.6% |
| 30D | +8.7% | -25.0% | +33.7% | +11.3% |
| 3M | +3.4% | -42.7% | +46.1% | +8.7% |
| 6M | +3.7% | -41.0% | +44.7% | +8.4% |
| YTD | +10.0% | -38.7% | +48.7% | +14.1% |
| 1Y | +6.6% | -38.1% | +44.7% | +10.4% |
| 3Y | +52.5% | +19.3% | +33.2% | +40.7% |
| 5Y | +76.1% | +103.1% | -27.1% | +48.7% |
| 10Y | +194.9% | +131.1% | +63.8% | +133.8% |
| All | +194.9% | +138.5% | +56.4% | +133.8% |
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