+1,706.1%
PLTR vs SFM
+141.7%
+1,564.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | +10.7% | -0.4% | +11.1% | +10.7% |
| 30D | -17.8% | -19.2% | +1.4% | -15.6% |
| 3M | +0.3% | -40.3% | +40.6% | +8.1% |
| 6M | +26.2% | -40.9% | +67.0% | +35.1% |
| YTD | -3.5% | -35.5% | +32.0% | +0.8% |
| 1Y | -6.8% | -37.4% | +30.6% | -2.2% |
| 3Y | +772.3% | +25.5% | +746.8% | +719.6% |
| 5Y | +651.6% | +113.0% | +538.5% | +533.6% |
| All | +1,706.1% | +141.7% | +1,564.4% | +1,332.5% |
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