+168.1%
PM vs SFM
+105.4%
+62.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.0% | -1.5% |
| 7D | -5.2% | -1.2% | -4.0% | -5.2% |
| 30D | +2.7% | -24.8% | +27.5% | +4.3% |
| 3M | +6.1% | -43.7% | +49.8% | +10.1% |
| 6M | +18.0% | -37.3% | +55.3% | +21.1% |
| YTD | +26.6% | -38.4% | +64.9% | +29.7% |
| 1Y | +36.7% | -36.9% | +73.6% | +39.8% |
| 3Y | +146.0% | +20.7% | +125.3% | +135.4% |
| All | +168.1% | +105.4% | +62.7% | +146.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling