+265.2%
SU vs SFM
+271.4%
-6.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +2.2% | -10.6% | +12.8% | +3.2% |
| 30D | +8.4% | -15.5% | +23.9% | +9.9% |
| 3M | +12.1% | -17.4% | +29.5% | +13.7% |
| 6M | +19.7% | -3.4% | +23.1% | +19.4% |
| YTD | +58.4% | -8.7% | +67.1% | +58.6% |
| 1Y | +67.2% | -47.2% | +114.4% | +75.6% |
| 3Y | +125.0% | +82.7% | +42.3% | +106.3% |
| 5Y | +355.1% | +214.3% | +140.8% | +284.7% |
| All | +265.2% | +271.4% | -6.2% | +186.7% |
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