+23.6%
OWL vs SFM
+162.4%
-138.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | +1.5% | +6.0% | -4.5% | +0.7% |
| 30D | +13.4% | -19.5% | +32.9% | +16.1% |
| 3M | -21.2% | -37.0% | +15.8% | -16.4% |
| 6M | +4.0% | -41.0% | +45.0% | +11.0% |
| YTD | -29.0% | -34.6% | +5.6% | -25.9% |
| 1Y | -28.4% | -36.3% | +7.8% | -25.1% |
| 3Y | -14.5% | +24.5% | -39.1% | -13.9% |
| 5Y | -21.5% | +115.9% | -137.3% | -22.0% |
| All | +23.6% | +162.4% | -138.8% | +17.0% |
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