+186.8%
SO vs SFM
+146.8%
+40.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +1.2% |
| 7D | -1.1% | -10.2% | +9.1% | -0.1% |
| 30D | +8.6% | -23.9% | +32.5% | +11.0% |
| 3M | +1.8% | -42.3% | +44.0% | +6.9% |
| 6M | +3.6% | -40.1% | +43.8% | +8.1% |
| YTD | +9.9% | -37.8% | +47.7% | +13.9% |
| 1Y | +5.7% | -37.1% | +42.8% | +9.3% |
| 3Y | +52.5% | +21.5% | +30.9% | +40.6% |
| 5Y | +77.3% | +103.8% | -26.5% | +50.0% |
| 10Y | +186.8% | +142.0% | +44.8% | +126.6% |
| All | +186.8% | +146.8% | +40.0% | +126.6% |
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