+599.5%
XYZ vs SFM
+138.2%
+461.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.8% | +6.6% | +2.5% |
| 7D | +12.1% | -1.2% | +13.4% | +12.3% |
| 30D | +12.4% | -24.8% | +37.1% | +16.9% |
| 3M | +8.2% | -43.7% | +51.9% | +17.8% |
| 6M | +20.7% | -37.3% | +57.9% | +28.3% |
| YTD | +31.3% | -38.4% | +69.7% | +38.9% |
| 1Y | +20.5% | -36.9% | +57.4% | +26.7% |
| 3Y | +72.6% | +20.7% | +51.9% | +66.2% |
| 5Y | -64.0% | +103.5% | -167.5% | -67.7% |
| All | +599.5% | +138.2% | +461.3% | +499.2% |
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 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