+575.8%
PBR vs SFM
+140.2%
+435.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | -1.0% | +6.0% | -7.1% | -1.7% |
| 30D | -29.3% | -19.5% | -9.8% | -28.0% |
| 3M | +5.5% | -37.0% | +42.5% | +10.2% |
| 6M | -2.9% | -41.0% | +38.1% | +1.9% |
| YTD | +61.5% | -34.6% | +96.1% | +66.5% |
| 1Y | +46.9% | -36.3% | +83.1% | +51.9% |
| 3Y | +66.4% | +24.5% | +41.9% | +51.3% |
| 5Y | +460.3% | +115.9% | +344.4% | +349.5% |
| All | +575.8% | +140.2% | +435.6% | +401.7% |
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