+115.0%
SFM vs PENG
+720.8%
-605.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.3% | -6.9% | +2.9% |
| 7D | -7.1% | +1.9% | -8.9% | -7.3% |
| 30D | -21.4% | -37.8% | +16.4% | -19.8% |
| 3M | -40.1% | -14.1% | -26.0% | -40.2% |
| 6M | -38.0% | +13.1% | -51.1% | -40.2% |
| YTD | -36.5% | +151.8% | -188.3% | -42.4% |
| 1Y | -35.2% | +136.0% | -171.2% | -40.9% |
| 3Y | +23.5% | +217.9% | -194.5% | +7.6% |
| 5Y | +109.7% | +64.1% | +45.6% | +85.9% |
| All | +115.0% | +720.8% | -605.9% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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