+196.2%
PAAS vs SFM
+140.2%
+56.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -8.9% | +6.0% | -15.0% | -9.4% |
| 30D | -11.4% | -19.5% | +8.0% | -9.9% |
| 3M | -20.4% | -37.0% | +16.6% | -17.3% |
| 6M | -40.7% | -41.0% | +0.3% | -38.1% |
| YTD | -26.9% | -34.6% | +7.7% | -25.0% |
| 1Y | -3.1% | -36.3% | +33.2% | -0.2% |
| 3Y | +199.3% | +24.5% | +174.7% | +183.4% |
| 5Y | +48.3% | +115.9% | -67.6% | +31.1% |
| All | +196.2% | +140.2% | +56.0% | +143.4% |
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