+357.1%
PSX vs SFM
+140.8%
+216.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.3% | +2.8% |
| 7D | -0.4% | -7.1% | +6.7% | +0.5% |
| 30D | -8.1% | -21.4% | +13.3% | -6.1% |
| 3M | +15.9% | -40.1% | +56.0% | +22.0% |
| 6M | +49.4% | -38.0% | +87.4% | +56.1% |
| YTD | +104.7% | -36.5% | +141.2% | +112.3% |
| 1Y | +89.1% | -35.2% | +124.3% | +95.5% |
| 3Y | +151.7% | +23.5% | +128.3% | +133.0% |
| 5Y | +298.3% | +109.7% | +188.6% | +232.1% |
| 10Y | +357.1% | +132.6% | +224.5% | +259.7% |
| All | +357.1% | +140.8% | +216.3% | +259.7% |
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