-36.9%
SFM vs PENG
+88.9%
-125.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +12.4% | -17.2% | -4.5% |
| 7D | -1.2% | -19.4% | +18.2% | -1.5% |
| 30D | -24.8% | -42.4% | +17.6% | -25.1% |
| 3M | -43.7% | -25.6% | -18.0% | -43.9% |
| 6M | -37.3% | +7.3% | -44.5% | -40.4% |
| YTD | -38.4% | +113.9% | -152.2% | -43.8% |
| 1Y | -36.9% | +93.6% | -130.5% | -42.2% |
| All | -36.9% | +88.9% | -125.9% | -42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling