+44.1%
PL vs SFM
+84.8%
-40.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +5.6% | -6.9% | +12.5% | +6.4% |
| 30D | -16.9% | -25.0% | +8.0% | -14.8% |
| 3M | -38.2% | -42.7% | +4.5% | -34.7% |
| 6M | -63.4% | -41.0% | -22.4% | -61.6% |
| YTD | -27.6% | -38.7% | +11.0% | -24.9% |
| 1Y | +6.6% | -38.1% | +44.7% | +10.3% |
| 3Y | +557.6% | +19.3% | +538.3% | +584.2% |
| 5Y | +39.5% | +103.1% | -63.6% | +52.8% |
| All | +44.1% | +84.8% | -40.6% | +57.5% |
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 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