+386.6%
PSX vs SFM
+280.6%
+106.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.6% | +1.1% |
| 7D | +1.8% | -7.2% | +9.0% | +2.7% |
| 30D | +21.6% | -14.3% | +36.0% | +23.7% |
| 3M | +46.5% | -13.7% | +60.2% | +48.4% |
| 6M | +62.0% | -6.0% | +68.0% | +61.9% |
| YTD | +106.3% | -8.2% | +114.6% | +106.5% |
| 1Y | +103.0% | -46.2% | +149.2% | +116.2% |
| 3Y | +135.5% | +83.6% | +52.0% | +109.8% |
| 5Y | +368.5% | +212.7% | +155.8% | +276.5% |
| 10Y | +386.6% | +273.0% | +113.6% | +247.6% |
| All | +386.6% | +280.6% | +106.0% | +247.6% |
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