+567.0%
PSX vs SFM
+132.6%
+434.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.2% |
| 7D | +4.5% | -0.1% | +4.6% | +4.5% |
| 30D | +26.6% | -4.4% | +31.0% | +27.1% |
| 3M | +39.3% | +1.5% | +37.7% | +38.5% |
| 6M | +56.8% | +6.5% | +50.3% | +54.5% |
| YTD | +101.8% | +2.2% | +99.6% | +99.5% |
| 1Y | +99.6% | -41.9% | +141.5% | +110.6% |
| 3Y | +140.3% | +106.8% | +33.6% | +112.1% |
| 5Y | +339.3% | +231.6% | +107.8% | +255.1% |
| 10Y | +369.9% | +258.4% | +111.4% | +257.6% |
| All | +567.0% | +132.6% | +434.4% | +433.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling