+272.5%
PM vs SFM
+140.2%
+132.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.2% | +1.0% |
| 7D | +0.5% | +6.0% | -5.5% | 0.0% |
| 30D | -3.2% | -19.5% | +16.2% | -1.7% |
| 3M | +6.2% | -37.0% | +43.2% | +10.4% |
| 6M | +7.7% | -41.0% | +48.7% | +12.4% |
| YTD | +27.3% | -34.6% | +61.9% | +31.0% |
| 1Y | +32.8% | -36.3% | +69.0% | +36.9% |
| 3Y | +150.0% | +24.5% | +125.5% | +134.3% |
| 5Y | +164.2% | +115.9% | +48.4% | +127.5% |
| All | +272.5% | +140.2% | +132.3% | +204.3% |
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 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