+69.9%
PR vs SFM
+24.6%
+45.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.1% | +0.3% | -4.5% |
| 7D | -16.5% | +7.5% | -24.0% | -17.0% |
| 30D | -4.5% | -20.8% | +16.3% | -3.2% |
| 3M | +8.5% | -39.4% | +47.9% | +12.7% |
| 6M | -3.3% | -34.5% | +31.1% | -0.9% |
| YTD | +55.7% | -35.2% | +90.9% | +59.4% |
| 1Y | +82.0% | -35.3% | +117.3% | +86.3% |
| All | +69.9% | +24.6% | +45.3% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling