+198.6%
PM vs SFM
+293.3%
-94.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.5% | +7.7% | +1.8% |
| 7D | -1.3% | -5.8% | +4.5% | -0.8% |
| 30D | -2.6% | -11.4% | +8.8% | -1.5% |
| 3M | +5.8% | -12.2% | +18.0% | +6.8% |
| 6M | +10.6% | -5.2% | +15.7% | +10.5% |
| YTD | +17.2% | -4.5% | +21.6% | +16.9% |
| 1Y | +17.6% | -45.4% | +63.0% | +23.6% |
| 3Y | +124.3% | +91.1% | +33.2% | +103.5% |
| 5Y | +125.1% | +226.8% | -101.7% | +88.7% |
| 10Y | +198.6% | +291.9% | -93.3% | +138.6% |
| All | +198.6% | +293.3% | -94.7% | +138.6% |
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