-11.5%
OWL vs SFM
+217.9%
-229.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.9% | +0.7% | -2.5% |
| 7D | -6.4% | -7.2% | +0.8% | -5.1% |
| 30D | -5.0% | -14.3% | +9.3% | -2.5% |
| 3M | +15.4% | -13.7% | +29.1% | +18.0% |
| 6M | +15.5% | -6.0% | +21.5% | +15.4% |
| YTD | -22.7% | -8.2% | -14.4% | -22.6% |
| 1Y | -34.1% | -46.2% | +12.2% | -27.6% |
| 3Y | +5.1% | +83.6% | -78.5% | -2.7% |
| 5Y | -11.5% | +212.7% | -224.2% | -18.1% |
| All | -11.5% | +217.9% | -229.3% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling