+1,001.8%
TER vs SFM
+146.8%
+855.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.0% | +11.8% | +12.6% |
| 7D | -5.8% | -10.2% | +4.5% | -4.8% |
| 30D | -38.9% | -23.9% | -15.0% | -37.6% |
| 3M | -35.1% | -42.3% | +7.1% | -32.0% |
| 6M | -31.6% | -40.1% | +8.6% | -29.0% |
| YTD | +27.2% | -37.8% | +65.0% | +30.6% |
| 1Y | +35.2% | -37.1% | +72.3% | +38.5% |
| 3Y | +192.8% | +21.5% | +171.3% | +163.4% |
| 5Y | +72.4% | +103.8% | -31.4% | +41.0% |
| 10Y | +1,001.8% | +142.0% | +859.9% | +760.3% |
| All | +1,001.8% | +146.8% | +855.1% | +760.3% |
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