-26.3%
U vs SFM
+129.7%
-156.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.9% |
| 7D | +24.4% | -6.9% | +31.3% | +25.6% |
| 30D | +7.4% | -25.0% | +32.4% | +12.0% |
| 3M | +16.8% | -42.7% | +59.5% | +28.0% |
| 6M | +78.8% | -41.0% | +119.8% | +93.5% |
| YTD | +14.0% | -38.7% | +52.6% | +21.5% |
| 1Y | +16.7% | -38.1% | +54.8% | +23.9% |
| 3Y | +86.4% | +19.3% | +67.0% | +65.1% |
| 5Y | -71.5% | +103.1% | -174.6% | -77.0% |
| All | -26.3% | +129.7% | -156.0% | -47.2% |
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