+455.4%
V vs SFM
+132.7%
+322.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | +0.8% | -6.9% | +7.7% | +1.3% |
| 30D | +9.9% | -25.0% | +34.9% | +11.9% |
| 3M | +17.5% | -42.7% | +60.2% | +22.0% |
| 6M | +33.5% | -41.0% | +74.5% | +38.0% |
| YTD | +21.6% | -38.7% | +60.2% | +25.0% |
| 1Y | +27.6% | -38.1% | +65.7% | +31.0% |
| 3Y | +76.4% | +19.3% | +57.1% | +69.7% |
| 5Y | +103.8% | +103.1% | +0.7% | +84.4% |
| All | +455.4% | +132.7% | +322.7% | +375.8% |
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