+135.9%
XLU vs SFM
+271.4%
-135.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -1.6% | -10.6% | +9.0% | -0.5% |
| 30D | -3.3% | -15.5% | +12.2% | -1.7% |
| 3M | -3.2% | -17.4% | +14.3% | -1.4% |
| 6M | -7.0% | -3.4% | -3.5% | -7.2% |
| YTD | +0.6% | -8.7% | +9.3% | +0.8% |
| 1Y | +2.4% | -47.2% | +49.6% | +8.7% |
| 3Y | +46.3% | +82.7% | -36.5% | +31.8% |
| 5Y | +44.0% | +214.3% | -170.3% | +19.7% |
| All | +135.9% | +271.4% | -135.5% | +81.6% |
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