+23.6%
OWL vs SFM
+159.0%
-135.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -4.5% |
| 7D | +0.8% | -0.4% | +1.2% | +0.8% |
| 30D | +7.3% | -19.2% | +26.5% | +9.7% |
| 3M | -16.8% | -40.3% | +23.5% | -11.0% |
| 6M | +4.0% | -40.9% | +44.9% | +10.9% |
| YTD | -29.0% | -35.5% | +6.5% | -25.8% |
| 1Y | -29.7% | -37.4% | +7.8% | -26.2% |
| 3Y | -13.5% | +25.5% | -39.0% | -12.9% |
| 5Y | -21.5% | +113.0% | -134.5% | -21.9% |
| All | +23.6% | +159.0% | -135.4% | +17.2% |
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 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