+29.4%
OWL vs SFM
+146.3%
-116.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | +1.1% | -6.9% | +8.0% | +2.1% |
| 30D | +10.0% | -25.0% | +35.0% | +13.7% |
| 3M | -8.7% | -42.7% | +34.1% | -1.7% |
| 6M | +3.1% | -41.0% | +44.1% | +9.9% |
| YTD | -25.6% | -38.7% | +13.0% | -21.7% |
| 1Y | -25.5% | -38.1% | +12.6% | -21.8% |
| 3Y | -9.4% | +19.3% | -28.8% | -8.1% |
| 5Y | -18.2% | +103.1% | -121.3% | -18.0% |
| All | +29.4% | +146.3% | -116.9% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling