-26.6%
OWL vs SFM
-35.8%
+9.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +2.9% |
| 7D | +10.1% | -12.3% | +22.4% | +10.4% |
| 30D | +18.7% | -16.2% | +34.9% | +19.9% |
| 3M | -6.2% | -36.8% | +30.6% | -1.9% |
| 6M | +9.8% | -32.6% | +42.4% | +12.4% |
| YTD | -24.2% | -31.7% | +7.6% | -23.8% |
| 1Y | -26.6% | -35.0% | +8.4% | -25.4% |
| All | -26.6% | -35.8% | +9.2% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling