+86.2%
PSX vs SFM
-38.0%
+124.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.9% |
| 7D | -7.8% | -6.9% | -0.9% | -7.7% |
| 30D | -9.9% | -25.0% | +15.1% | -9.4% |
| 3M | +16.9% | -42.7% | +59.7% | +18.6% |
| 6M | +48.0% | -41.0% | +89.0% | +49.6% |
| YTD | +98.3% | -38.7% | +137.0% | +98.7% |
| 1Y | +86.2% | -38.1% | +124.3% | +86.0% |
| All | +86.2% | -38.0% | +124.2% | +86.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling