+83.0%
PL vs SFM
+207.8%
-124.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.1% | -1.6% |
| 7D | -9.3% | -0.1% | -9.2% | -9.3% |
| 30D | -18.9% | -4.4% | -14.6% | -18.6% |
| 3M | -58.4% | +1.5% | -59.9% | -58.6% |
| 6M | -30.3% | +6.5% | -36.8% | -31.6% |
| YTD | -8.1% | +2.2% | -10.3% | -9.4% |
| 1Y | +180.5% | -41.9% | +222.4% | +200.2% |
| 3Y | +444.1% | +106.8% | +337.4% | +438.0% |
| 5Y | +83.0% | +231.6% | -148.5% | +90.2% |
| All | +83.0% | +207.8% | -124.7% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling