-0.4%
PL vs SFM
-35.8%
+35.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.6% | -10.0% | -6.2% |
| 7D | -11.7% | -12.3% | +0.5% | -11.5% |
| 30D | -27.1% | -16.2% | -10.9% | -27.0% |
| 3M | -44.6% | -36.8% | -7.8% | -44.5% |
| 6M | -67.2% | -32.6% | -34.6% | -66.7% |
| YTD | -35.9% | -31.7% | -4.1% | -36.6% |
| 1Y | -0.4% | -35.0% | +34.6% | -1.5% |
| All | -0.4% | -35.8% | +35.4% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling