+403.1%
PL vs SFM
+24.6%
+378.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.1% | -5.0% | -9.3% |
| 7D | -20.5% | +7.5% | -28.0% | -21.6% |
| 30D | -38.8% | -20.8% | -17.9% | -36.8% |
| 3M | -49.1% | -39.4% | -9.7% | -44.9% |
| 6M | -69.4% | -34.5% | -34.9% | -67.6% |
| YTD | -42.3% | -35.2% | -7.1% | -39.4% |
| 1Y | -14.2% | -35.3% | +21.1% | -10.1% |
| All | +403.1% | +24.6% | +378.5% | +297.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling