+321.6%
SPY vs SFM
+296.2%
+25.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +5.9% | +0.2% |
| 7D | +0.5% | -5.8% | +6.4% | +1.2% |
| 30D | -0.9% | -11.4% | +10.4% | +0.3% |
| 3M | +3.9% | -12.2% | +16.1% | +5.1% |
| 6M | +14.5% | -5.2% | +19.7% | +14.3% |
| YTD | +12.9% | -4.5% | +17.4% | +12.4% |
| 1Y | +19.4% | -45.4% | +64.7% | +26.9% |
| 3Y | +78.5% | +91.1% | -12.6% | +59.5% |
| 5Y | +81.8% | +226.8% | -145.0% | +48.9% |
| All | +321.6% | +296.2% | +25.4% | +225.0% |
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