+454.5%
V vs SFM
+138.5%
+315.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | +0.6% | -6.9% | +7.5% | +1.2% |
| 30D | +9.7% | -25.0% | +34.7% | +11.7% |
| 3M | +17.3% | -42.7% | +60.0% | +21.8% |
| 6M | +33.2% | -41.0% | +74.2% | +37.8% |
| YTD | +21.3% | -38.7% | +60.0% | +24.8% |
| 1Y | +27.3% | -38.1% | +65.5% | +30.8% |
| 3Y | +76.1% | +19.3% | +56.7% | +69.4% |
| 5Y | +103.5% | +103.1% | +0.3% | +84.0% |
| 10Y | +454.5% | +131.1% | +323.4% | +377.9% |
| All | +454.5% | +138.5% | +315.9% | +377.9% |
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