+36.6%
ORLY vs SFM
+82.1%
-45.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -2.4% | -10.6% | +8.3% | -1.0% |
| 30D | -6.8% | -15.5% | +8.7% | -4.9% |
| 3M | -4.8% | -17.4% | +12.7% | -2.8% |
| 6M | -9.1% | -3.4% | -5.6% | -9.2% |
| YTD | -5.9% | -8.7% | +2.8% | -5.8% |
| 1Y | -20.4% | -47.2% | +26.8% | -15.3% |
| 3Y | +36.6% | +82.7% | -46.1% | +25.2% |
| All | +36.6% | +82.1% | -45.5% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling