-16.1%
Z vs SFM
+138.2%
-154.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.8% | +2.4% | -1.9% |
| 7D | -4.6% | -1.2% | -3.3% | -4.3% |
| 30D | +8.3% | -24.8% | +33.1% | +11.4% |
| 3M | -11.6% | -43.7% | +32.1% | -6.6% |
| 6M | -33.6% | -37.3% | +3.6% | -30.8% |
| YTD | -56.7% | -38.4% | -18.3% | -54.9% |
| 1Y | -59.1% | -36.9% | -22.2% | -57.6% |
| 3Y | -20.4% | +20.7% | -41.0% | -21.9% |
| 5Y | -55.3% | +103.5% | -158.7% | -57.6% |
| All | -16.1% | +138.2% | -154.3% | -20.4% |
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