+1,692.6%
PLTR vs SM
+2,498.3%
-805.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.6% | -5.9% | -3.1% |
| 7D | -5.3% | -0.2% | -5.2% | -5.4% |
| 30D | -1.0% | +31.5% | -32.5% | -6.8% |
| 3M | +24.8% | +17.3% | +7.5% | +19.1% |
| 6M | +8.4% | +48.5% | -40.2% | -3.1% |
| YTD | -4.2% | +106.3% | -110.4% | -21.1% |
| 1Y | +9.1% | +47.3% | -38.2% | -3.6% |
| 3Y | +1,025.6% | -1.4% | +1,027.0% | +952.4% |
| 5Y | +565.8% | +114.0% | +451.7% | +410.6% |
| All | +1,692.6% | +2,498.3% | -805.6% | +769.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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