+24.5%
PSA vs SFM
+96.9%
-72.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +0.4% |
| 7D | -0.4% | -5.8% | +5.4% | +0.1% |
| 30D | -8.2% | -11.4% | +3.2% | -7.3% |
| 3M | -2.1% | -12.2% | +10.0% | -1.2% |
| 6M | -0.2% | -5.2% | +5.0% | -0.2% |
| YTD | +18.5% | -4.5% | +23.0% | +18.2% |
| 1Y | +6.6% | -45.4% | +52.0% | +11.4% |
| 3Y | +24.5% | +91.1% | -66.6% | +14.8% |
| All | +24.5% | +96.9% | -72.4% | +14.8% |
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