+905.8%
ORLY vs SFM
+117.5%
+788.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -1.3% |
| 7D | -2.3% | -5.8% | +3.5% | -1.5% |
| 30D | -8.2% | -11.4% | +3.2% | -6.6% |
| 3M | -3.5% | -12.2% | +8.7% | -1.9% |
| 6M | -9.2% | -5.2% | -4.0% | -9.1% |
| YTD | -5.8% | -4.5% | -1.4% | -6.0% |
| 1Y | -19.3% | -45.4% | +26.1% | -13.0% |
| 3Y | +34.4% | +91.1% | -56.7% | +16.8% |
| 5Y | +117.8% | +226.8% | -108.9% | +70.1% |
| 10Y | +356.9% | +291.9% | +65.0% | +236.3% |
| All | +905.8% | +117.5% | +788.4% | +687.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling