+937.0%
V vs SFM
+40.3%
+896.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.9% | +0.4% |
| 7D | +2.2% | -1.2% | +3.4% | +2.3% |
| 30D | +13.6% | -24.8% | +38.3% | +15.7% |
| 3M | +14.3% | -43.7% | +58.0% | +19.0% |
| 6M | +33.1% | -37.3% | +70.4% | +37.1% |
| YTD | +21.2% | -38.4% | +59.6% | +24.7% |
| 1Y | +26.4% | -36.9% | +63.4% | +29.7% |
| 3Y | +77.6% | +20.7% | +56.9% | +70.7% |
| 5Y | +102.6% | +103.5% | -0.9% | +83.5% |
| 10Y | +464.4% | +139.7% | +324.7% | +388.2% |
| All | +937.0% | +40.3% | +896.7% | +863.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling