+1,077.0%
TER vs SFM
+140.8%
+936.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.5% | +4.8% | +8.0% |
| 7D | +5.9% | -7.1% | +13.0% | +6.7% |
| 30D | -30.8% | -21.4% | -9.4% | -29.4% |
| 3M | -29.9% | -40.1% | +10.1% | -26.9% |
| 6M | -27.5% | -38.0% | +10.6% | -25.0% |
| YTD | +37.5% | -36.5% | +74.0% | +40.8% |
| 1Y | +50.3% | -35.2% | +85.4% | +53.4% |
| 3Y | +204.9% | +23.5% | +181.4% | +174.0% |
| 5Y | +89.2% | +109.7% | -20.5% | +54.2% |
| 10Y | +1,077.0% | +132.6% | +944.4% | +834.4% |
| All | +1,077.0% | +140.8% | +936.2% | +834.4% |
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