+634.6%
XYZ vs SFM
+138.5%
+496.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -1.9% | -3.1% |
| 7D | +12.6% | -6.9% | +19.5% | +14.0% |
| 30D | +10.8% | -25.0% | +35.8% | +15.4% |
| 3M | +8.4% | -42.7% | +51.1% | +17.8% |
| 6M | +14.3% | -41.0% | +55.3% | +22.9% |
| YTD | +31.5% | -38.7% | +70.1% | +39.3% |
| 1Y | +28.1% | -38.1% | +66.2% | +35.3% |
| 3Y | +66.2% | +19.3% | +46.8% | +60.2% |
| 5Y | -62.3% | +103.1% | -165.5% | -66.2% |
| 10Y | +634.6% | +131.1% | +503.5% | +533.2% |
| All | +634.6% | +138.5% | +496.1% | +533.2% |
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