+1,006.2%
TER vs SFM
+138.5%
+867.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | -8.9% | -6.9% | -2.0% | -8.3% |
| 30D | -39.1% | -25.0% | -14.1% | -37.6% |
| 3M | -32.8% | -42.7% | +10.0% | -29.5% |
| 6M | -31.7% | -41.0% | +9.3% | -29.1% |
| YTD | +26.9% | -38.7% | +65.6% | +30.4% |
| 1Y | +33.6% | -38.1% | +71.7% | +37.0% |
| 3Y | +181.5% | +19.3% | +162.2% | +153.7% |
| 5Y | +76.1% | +103.1% | -27.0% | +43.9% |
| 10Y | +1,006.2% | +131.1% | +875.1% | +773.6% |
| All | +1,006.2% | +138.5% | +867.7% | +773.6% |
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