+28.9%
PM vs SFM
-37.1%
+66.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.4% |
| 7D | -7.3% | -10.2% | +2.9% | -7.0% |
| 30D | -4.0% | -23.9% | +19.9% | -3.2% |
| 3M | +2.7% | -42.3% | +45.0% | +5.2% |
| 6M | +14.9% | -40.1% | +55.0% | +17.1% |
| YTD | +23.5% | -37.8% | +61.3% | +25.2% |
| All | +28.9% | -37.1% | +66.0% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling