+82.3%
SFM vs PSLV
+181.0%
-98.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.4% | -6.4% | -4.0% |
| 7D | -7.2% | +3.3% | -10.5% | -7.3% |
| 30D | -14.3% | +2.1% | -16.5% | -14.4% |
| 3M | -13.7% | +7.1% | -20.9% | -14.1% |
| 6M | -6.0% | -21.6% | +15.6% | -5.3% |
| YTD | -8.2% | -6.7% | -1.5% | -9.3% |
| 1Y | -46.2% | +59.3% | -105.5% | -49.0% |
| 3Y | +83.6% | +182.1% | -98.5% | +65.9% |
| 5Y | +212.7% | +162.6% | +50.1% | +182.3% |
| 10Y | +273.0% | +203.0% | +70.0% | +230.8% |
| All | +82.3% | +181.0% | -98.7% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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