+119.4%
SFM vs PENG
+520.3%
-400.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -23.0% | +17.9% | -4.0% |
| 7D | +7.5% | -36.7% | +44.2% | +9.7% |
| 30D | -20.8% | -42.0% | +21.2% | -19.0% |
| 3M | -39.4% | -33.2% | -6.2% | -38.7% |
| 6M | -34.5% | +2.1% | -36.6% | -36.7% |
| YTD | -35.2% | +90.3% | -125.5% | -40.3% |
| 1Y | -35.3% | +67.7% | -103.0% | -39.9% |
| 3Y | +23.9% | +154.2% | -130.3% | +9.1% |
| 5Y | +113.8% | +28.3% | +85.5% | +91.9% |
| All | +119.4% | +520.3% | -400.9% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling