+304.8%
SPY vs SFM
+138.5%
+166.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | -0.2% |
| 7D | -0.6% | -6.9% | +6.3% | +0.2% |
| 30D | -3.7% | -25.0% | +21.3% | -1.1% |
| 3M | -2.7% | -42.7% | +40.0% | +2.8% |
| 6M | +2.2% | -41.0% | +43.2% | +7.2% |
| YTD | +10.8% | -38.7% | +49.5% | +15.2% |
| 1Y | +11.2% | -38.1% | +49.4% | +15.4% |
| 3Y | +76.5% | +19.3% | +57.1% | +65.2% |
| 5Y | +72.9% | +103.1% | -30.2% | +48.3% |
| 10Y | +304.8% | +131.1% | +173.8% | +230.3% |
| All | +304.8% | +138.5% | +166.3% | +230.3% |
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