+11.1%
PL vs SFM
+118.6%
-107.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.1% | -5.0% | -9.6% |
| 7D | -20.5% | +7.5% | -28.0% | -21.3% |
| 30D | -38.8% | -20.8% | -17.9% | -37.4% |
| 3M | -49.1% | -39.4% | -9.7% | -46.3% |
| 6M | -69.4% | -34.5% | -34.9% | -68.2% |
| YTD | -42.3% | -35.2% | -7.1% | -40.3% |
| 1Y | -14.2% | -35.3% | +21.1% | -11.3% |
| 3Y | +398.7% | +23.9% | +374.8% | +415.1% |
| 5Y | +11.1% | +113.8% | -102.7% | +18.7% |
| All | +11.1% | +118.6% | -107.4% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling