+246.5%
XLF vs SFM
+268.6%
-22.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -2.9% | -8.8% | +5.9% | -1.8% |
| 30D | -1.6% | -14.5% | +12.8% | +0.1% |
| 3M | +9.3% | -16.8% | +26.1% | +11.4% |
| 6M | +14.6% | -5.3% | +19.9% | +14.5% |
| YTD | +4.7% | -9.4% | +14.1% | +5.0% |
| 1Y | +8.6% | -46.2% | +54.8% | +16.0% |
| 3Y | +73.9% | +81.3% | -7.4% | +55.8% |
| 5Y | +65.0% | +211.9% | -146.8% | +34.4% |
| All | +246.5% | +268.6% | -22.0% | +158.8% |
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