+1,735.1%
PLTR vs SFM
+282.9%
+1,452.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.9% | -7.4% | -5.0% |
| 7D | -6.4% | -0.1% | -6.3% | -6.4% |
| 30D | +10.0% | -4.4% | +14.4% | +10.6% |
| 3M | +23.0% | +1.5% | +21.5% | +21.6% |
| 6M | +13.8% | +6.5% | +7.3% | +10.4% |
| YTD | -1.9% | +2.2% | -4.1% | -4.3% |
| 1Y | +11.6% | -41.9% | +53.5% | +23.0% |
| 3Y | +1,048.4% | +106.8% | +941.7% | +902.5% |
| 5Y | +554.4% | +231.6% | +322.8% | +418.6% |
| All | +1,735.1% | +282.9% | +1,452.2% | +1,260.3% |
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