+134.1%
PSX vs SFM
+96.9%
+37.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.1% | +2.1% |
| 7D | +2.8% | -5.8% | +8.6% | +3.3% |
| 30D | +27.8% | -11.4% | +39.1% | +29.0% |
| 3M | +42.0% | -12.2% | +54.2% | +43.2% |
| 6M | +58.1% | -5.2% | +63.3% | +57.8% |
| YTD | +105.0% | -4.5% | +109.5% | +104.2% |
| 1Y | +104.9% | -45.4% | +150.3% | +117.7% |
| 3Y | +134.1% | +91.1% | +43.0% | +110.6% |
| All | +134.1% | +96.9% | +37.2% | +110.6% |
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 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