-30.3%
PL vs SFM
+4.2%
-34.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.1% | -1.2% |
| 7D | -9.3% | -0.1% | -9.2% | -9.3% |
| 30D | -18.9% | -4.4% | -14.6% | -19.0% |
| 3M | -58.4% | +1.5% | -59.9% | -57.7% |
| 6M | -30.3% | +6.5% | -36.8% | -30.9% |
| All | -30.3% | +4.2% | -34.5% | -30.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling