+47.8%
ABNB vs SFM
-36.1%
+83.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.5% | -6.5% | -3.2% |
| 7D | +2.7% | -7.1% | +9.8% | +3.2% |
| 30D | +10.8% | -21.4% | +32.2% | +11.8% |
| 3M | -2.1% | -40.1% | +38.0% | -0.7% |
| 6M | +32.2% | -38.0% | +70.2% | +33.9% |
| YTD | +33.5% | -36.5% | +70.0% | +35.8% |
| 1Y | +47.8% | -35.2% | +83.0% | +49.8% |
| All | +47.8% | -36.1% | +83.9% | +49.8% |
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