+143.7%
PEG vs SFM
+268.6%
-124.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | 0.0% |
| 7D | -0.9% | -8.8% | +7.9% | 0.0% |
| 30D | -2.8% | -14.5% | +11.7% | -1.3% |
| 3M | -6.9% | -16.8% | +9.9% | -5.4% |
| 6M | -11.4% | -5.3% | -6.1% | -11.4% |
| YTD | -7.4% | -9.4% | +2.0% | -7.2% |
| 1Y | -8.3% | -46.2% | +37.9% | -3.2% |
| 3Y | +31.5% | +81.3% | -49.7% | +20.9% |
| 5Y | +38.0% | +211.9% | -173.9% | +18.4% |
| All | +143.7% | +268.6% | -124.9% | +93.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling