+1,681.1%
PLTR vs SFM
+133.2%
+1,547.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +5.3% |
| 7D | -5.1% | -10.2% | +5.1% | -3.5% |
| 30D | -19.1% | -23.9% | +4.8% | -16.1% |
| 3M | -1.6% | -42.3% | +40.6% | +6.6% |
| 6M | +22.8% | -40.1% | +62.9% | +30.9% |
| YTD | -4.8% | -37.8% | +33.0% | -0.1% |
| 1Y | -4.9% | -37.1% | +32.2% | -0.7% |
| 3Y | +826.1% | +21.5% | +804.6% | +774.5% |
| 5Y | +597.7% | +103.8% | +494.0% | +493.0% |
| All | +1,681.1% | +133.2% | +1,547.8% | +1,320.5% |
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