+1,692.6%
PLTR vs SFM
+258.0%
+1,434.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -1.2% |
| 7D | -5.3% | -5.8% | +0.5% | -4.4% |
| 30D | -1.0% | -11.4% | +10.4% | +0.9% |
| 3M | +24.8% | -12.2% | +37.0% | +26.7% |
| 6M | +8.4% | -5.2% | +13.5% | +7.5% |
| YTD | -4.2% | -4.5% | +0.3% | -5.5% |
| 1Y | +9.1% | -45.4% | +54.5% | +21.4% |
| 3Y | +1,025.6% | +91.1% | +934.5% | +896.0% |
| 5Y | +565.8% | +226.8% | +339.0% | +425.6% |
| All | +1,692.6% | +258.0% | +1,434.6% | +1,244.2% |
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