+319.7%
SPY vs SFM
+280.6%
+39.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.5% | 0.0% |
| 7D | -0.4% | -7.2% | +6.8% | +0.4% |
| 30D | -1.4% | -14.3% | +12.9% | +0.2% |
| 3M | +3.7% | -13.7% | +17.4% | +5.1% |
| 6M | +13.0% | -6.0% | +19.0% | +12.9% |
| YTD | +12.4% | -8.2% | +20.6% | +12.4% |
| 1Y | +18.5% | -46.2% | +64.8% | +26.2% |
| 3Y | +77.6% | +83.6% | -5.9% | +59.5% |
| 5Y | +81.7% | +212.7% | -131.0% | +49.6% |
| 10Y | +319.7% | +273.0% | +46.6% | +224.9% |
| All | +319.7% | +280.6% | +39.1% | +224.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling