+17.2%
ABNB vs SFM
+269.6%
-252.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | -2.3% |
| 7D | -7.4% | -7.2% | -0.3% | -6.6% |
| 30D | -8.2% | -14.3% | +6.2% | -6.5% |
| 3M | +29.1% | -13.7% | +42.9% | +31.1% |
| 6M | +26.6% | -6.0% | +32.6% | +26.5% |
| YTD | +25.0% | -8.2% | +33.2% | +25.0% |
| 1Y | +37.0% | -46.2% | +83.3% | +47.6% |
| 3Y | +16.3% | +83.6% | -67.2% | +5.0% |
| 5Y | +2.2% | +212.7% | -210.5% | -15.4% |
| All | +17.2% | +269.6% | -252.4% | -14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling