-12.3%
TLT vs SFM
+138.5%
-150.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.3% |
| 7D | -0.3% | -6.9% | +6.6% | -0.3% |
| 30D | +3.7% | -25.0% | +28.7% | +3.7% |
| 3M | -0.7% | -42.7% | +42.1% | -0.8% |
| 6M | -4.2% | -41.0% | +36.8% | -4.3% |
| YTD | -4.0% | -38.7% | +34.7% | -4.1% |
| 1Y | -5.8% | -38.1% | +32.3% | -5.9% |
| 3Y | +4.1% | +19.3% | -15.2% | +4.9% |
| 5Y | -34.8% | +103.1% | -137.9% | -33.4% |
| 10Y | -12.3% | +131.1% | -143.4% | -9.8% |
| All | -12.3% | +138.5% | -150.9% | -9.8% |
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