+26.8%
PL vs SFM
+85.6%
-58.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -4.8% | +15.2% | +10.8% |
| 7D | -6.8% | -1.2% | -5.6% | -6.9% |
| 30D | -29.3% | -24.8% | -4.5% | -27.5% |
| 3M | -44.8% | -43.7% | -1.1% | -41.5% |
| 6M | -68.4% | -37.3% | -31.1% | -67.1% |
| YTD | -36.4% | -38.4% | +2.0% | -34.0% |
| 1Y | +0.7% | -36.9% | +37.6% | +4.0% |
| 3Y | +455.3% | +20.7% | +434.6% | +477.4% |
| 5Y | +22.7% | +103.5% | -80.8% | +34.3% |
| All | +26.8% | +85.6% | -58.9% | +38.4% |
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