+338.3%
PSX vs SFM
+138.5%
+199.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -7.8% | -6.9% | -0.9% | -7.1% |
| 30D | -9.9% | -25.0% | +15.1% | -7.4% |
| 3M | +16.9% | -42.7% | +59.7% | +23.7% |
| 6M | +48.0% | -41.0% | +89.0% | +55.5% |
| YTD | +98.3% | -38.7% | +137.0% | +106.5% |
| 1Y | +86.2% | -38.1% | +124.3% | +93.5% |
| 3Y | +144.0% | +19.3% | +124.6% | +126.8% |
| 5Y | +287.7% | +103.1% | +184.6% | +224.5% |
| 10Y | +338.3% | +131.1% | +207.3% | +241.4% |
| All | +338.3% | +138.5% | +199.8% | +241.4% |
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 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