+245.8%
PSA vs SFM
+39.6%
+206.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.5% |
| 7D | +0.8% | -6.9% | +7.7% | +1.4% |
| 30D | +15.9% | -25.0% | +40.9% | +18.3% |
| 3M | +4.2% | -42.7% | +46.9% | +8.8% |
| 6M | +10.1% | -41.0% | +51.1% | +14.5% |
| YTD | +33.3% | -38.7% | +72.0% | +37.7% |
| 1Y | +28.2% | -38.1% | +66.4% | +32.2% |
| 3Y | +54.9% | +19.3% | +35.5% | +48.4% |
| 5Y | +28.3% | +103.1% | -74.8% | +16.4% |
| 10Y | +134.1% | +131.1% | +3.0% | +105.9% |
| All | +245.8% | +39.6% | +206.2% | +212.8% |
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 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