+250.1%
SPOT vs SFM
+213.8%
+36.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -6.9% | -8.8% | +1.9% | -5.7% |
| 30D | +4.1% | -14.5% | +18.6% | +6.2% |
| 3M | +3.7% | -16.8% | +20.5% | +6.0% |
| 6M | -1.6% | -5.3% | +3.7% | -1.6% |
| YTD | -10.2% | -9.4% | -0.8% | -9.7% |
| 1Y | -25.9% | -46.2% | +20.3% | -20.4% |
| 3Y | +235.6% | +81.3% | +154.3% | +221.3% |
| 5Y | +110.6% | +211.9% | -101.3% | +91.9% |
| All | +250.1% | +213.8% | +36.4% | +223.6% |
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