+69.9%
PR vs SFM
-38.0%
+107.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.4% | +0.9% |
| 7D | -9.5% | -6.9% | -2.6% | -9.7% |
| 30D | -5.7% | -25.0% | +19.3% | -6.2% |
| 3M | +3.0% | -42.7% | +45.7% | +2.2% |
| 6M | +11.8% | -41.0% | +52.8% | +11.1% |
| YTD | +58.5% | -38.7% | +97.1% | +59.0% |
| 1Y | +69.9% | -38.1% | +108.0% | +70.2% |
| All | +69.9% | -38.0% | +107.9% | +70.2% |
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