+44.2%
ABNB vs SFM
-35.8%
+80.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.6% | +2.0% | +5.4% |
| 7D | +6.2% | -12.3% | +18.5% | +6.5% |
| 30D | +7.5% | -16.2% | +23.7% | +8.0% |
| 3M | +17.6% | -36.8% | +54.4% | +18.8% |
| 6M | +27.0% | -32.6% | +59.6% | +28.1% |
| YTD | +30.0% | -31.7% | +61.7% | +31.6% |
| 1Y | +44.2% | -35.0% | +79.2% | +46.8% |
| All | +44.2% | -35.8% | +80.0% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling