+29.3%
OWL vs SFM
+263.9%
-234.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.7% | -3.8% |
| 7D | -11.9% | -8.8% | -3.2% | -10.6% |
| 30D | -13.7% | -14.5% | +0.7% | -11.7% |
| 3M | +12.3% | -16.8% | +29.1% | +15.1% |
| 6M | +15.0% | -5.3% | +20.4% | +14.8% |
| YTD | -25.7% | -9.4% | -16.4% | -25.5% |
| 1Y | -39.5% | -46.2% | +6.7% | -34.7% |
| 3Y | +0.9% | +81.3% | -80.4% | -2.8% |
| 5Y | -16.5% | +211.9% | -228.4% | -19.8% |
| All | +29.3% | +263.9% | -234.6% | +17.7% |
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