+4.0%
OWL vs SFM
-37.3%
+41.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -4.3% |
| 7D | +0.8% | -0.4% | +1.2% | +0.8% |
| 30D | +7.3% | -19.2% | +26.5% | +7.0% |
| 3M | -16.8% | -40.3% | +23.5% | -16.4% |
| 6M | +4.0% | -40.9% | +44.9% | +2.3% |
| All | +4.0% | -37.3% | +41.4% | +2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling