+141.5%
W vs SFM
+293.3%
-151.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +2.6% |
| 7D | +6.5% | -5.8% | +12.3% | +8.4% |
| 30D | -6.2% | -11.4% | +5.1% | -2.9% |
| 3M | +48.9% | -12.2% | +61.1% | +53.4% |
| 6M | +31.2% | -5.2% | +36.4% | +29.0% |
| YTD | -0.4% | -4.5% | +4.0% | -3.1% |
| 1Y | +14.8% | -45.4% | +60.2% | +35.3% |
| 3Y | +40.5% | +91.1% | -50.6% | +0.1% |
| 5Y | -62.1% | +226.8% | -288.9% | -77.7% |
| 10Y | +141.5% | +291.9% | -150.4% | +29.9% |
| All | +141.5% | +293.3% | -151.8% | +29.9% |
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