+376.8%
V vs SFM
+293.3%
+83.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -1.2% |
| 7D | -1.1% | -5.8% | +4.7% | -0.6% |
| 30D | +1.9% | -11.4% | +13.2% | +2.8% |
| 3M | +15.5% | -12.2% | +27.7% | +16.5% |
| 6M | +16.6% | -5.2% | +21.8% | +16.6% |
| YTD | +5.7% | -4.5% | +10.2% | +5.6% |
| 1Y | +8.6% | -45.4% | +53.9% | +13.4% |
| 3Y | +52.5% | +91.1% | -38.6% | +42.3% |
| 5Y | +67.1% | +226.8% | -159.7% | +46.8% |
| 10Y | +376.8% | +291.9% | +84.9% | +298.3% |
| All | +376.8% | +293.3% | +83.5% | +298.3% |
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