-15.6%
Z vs SFM
+140.2%
-155.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.1% | +3.3% |
| 7D | +0.8% | +6.0% | -5.2% | +0.2% |
| 30D | +5.2% | -19.5% | +24.6% | +7.4% |
| 3M | -17.0% | -37.0% | +20.0% | -13.3% |
| 6M | -22.7% | -41.0% | +18.4% | -18.9% |
| YTD | -56.3% | -34.6% | -21.7% | -54.8% |
| 1Y | -57.7% | -36.3% | -21.4% | -56.1% |
| 3Y | -16.5% | +24.5% | -41.1% | -18.5% |
| 5Y | -53.4% | +115.9% | -169.3% | -56.2% |
| All | -15.6% | +140.2% | -155.8% | -20.6% |
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