+207.7%
PSA vs SFM
+132.6%
+75.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.5% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | -7.7% | -4.4% | -3.4% | -7.4% |
| 3M | -0.6% | +1.5% | -2.1% | -1.0% |
| 6M | -0.9% | +6.5% | -7.4% | -1.9% |
| YTD | +18.7% | +2.2% | +16.5% | +17.7% |
| 1Y | +7.6% | -41.9% | +49.5% | +11.9% |
| 3Y | +23.7% | +106.8% | -83.1% | +13.4% |
| 5Y | +13.7% | +231.6% | -217.9% | -0.9% |
| 10Y | +98.9% | +258.4% | -159.6% | +68.5% |
| All | +207.7% | +132.6% | +75.1% | +167.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling