+502.9%
TEAM vs SFM
+280.6%
+222.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.7% | +1.2% |
| 7D | -4.7% | -7.2% | +2.5% | -3.9% |
| 30D | +17.0% | -14.3% | +31.4% | +18.9% |
| 3M | +85.9% | -13.7% | +99.6% | +88.2% |
| 6M | +116.7% | -6.0% | +122.7% | +115.9% |
| YTD | +9.6% | -8.2% | +17.9% | +9.4% |
| 1Y | -2.5% | -46.2% | +43.7% | +3.6% |
| 3Y | -14.0% | +83.6% | -97.5% | -18.8% |
| 5Y | -53.1% | +212.7% | -265.8% | -57.4% |
| 10Y | +502.9% | +273.0% | +229.9% | +428.3% |
| All | +502.9% | +280.6% | +222.3% | +428.3% |
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