+444.2%
V vs SFM
+146.8%
+297.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | -0.8% | -10.2% | +9.4% | 0.0% |
| 30D | +9.5% | -23.9% | +33.4% | +11.4% |
| 3M | +16.7% | -42.3% | +58.9% | +21.1% |
| 6M | +32.9% | -40.1% | +73.1% | +37.3% |
| YTD | +21.1% | -37.8% | +58.9% | +24.4% |
| 1Y | +26.6% | -37.1% | +63.7% | +29.9% |
| 3Y | +78.4% | +21.5% | +56.8% | +71.4% |
| 5Y | +105.5% | +103.8% | +1.7% | +86.0% |
| 10Y | +444.2% | +142.0% | +302.3% | +372.6% |
| All | +444.2% | +146.8% | +297.5% | +372.6% |
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