+134.5%
PSA vs SFM
+140.8%
-6.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.5% | -0.4% |
| 7D | -2.1% | -7.1% | +5.0% | -1.4% |
| 30D | +16.2% | -21.4% | +37.6% | +18.3% |
| 3M | +4.3% | -40.1% | +44.4% | +9.0% |
| 6M | +9.9% | -38.0% | +47.9% | +14.1% |
| YTD | +33.3% | -36.5% | +69.8% | +37.6% |
| 1Y | +25.8% | -35.2% | +61.0% | +29.5% |
| 3Y | +54.8% | +23.5% | +31.3% | +46.4% |
| 5Y | +27.5% | +109.7% | -82.2% | +13.0% |
| 10Y | +134.5% | +132.6% | +2.0% | +102.3% |
| All | +134.5% | +140.8% | -6.2% | +102.3% |
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