+260.9%
PM vs SFM
+140.8%
+120.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +0.8% |
| 7D | -7.1% | -7.1% | 0.0% | -6.4% |
| 30D | -2.8% | -21.4% | +18.6% | -1.0% |
| 3M | +6.3% | -40.1% | +46.4% | +11.1% |
| 6M | +9.6% | -38.0% | +47.7% | +13.8% |
| YTD | +25.6% | -36.5% | +62.1% | +29.6% |
| 1Y | +29.7% | -35.2% | +64.8% | +33.4% |
| 3Y | +147.6% | +23.5% | +124.1% | +132.1% |
| 5Y | +160.1% | +109.7% | +50.4% | +124.7% |
| 10Y | +260.9% | +132.6% | +128.3% | +193.5% |
| All | +260.9% | +140.8% | +120.1% | +193.5% |
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