+144.0%
PSX vs SFM
+19.7%
+124.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -7.8% | -6.9% | -0.9% | -7.3% |
| 30D | -9.9% | -25.0% | +15.1% | -8.2% |
| 3M | +16.9% | -42.7% | +59.7% | +21.7% |
| 6M | +48.0% | -41.0% | +89.0% | +53.1% |
| YTD | +98.3% | -38.7% | +137.0% | +103.7% |
| 1Y | +86.2% | -38.1% | +124.3% | +90.9% |
| 3Y | +144.0% | +19.3% | +124.6% | +119.0% |
| All | +144.0% | +19.7% | +124.3% | +119.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling