+19.7%
ABNB vs SFM
+96.9%
-77.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.5% | +2.4% | -3.3% |
| 7D | -4.4% | -5.8% | +1.4% | -3.7% |
| 30D | -2.0% | -11.4% | +9.4% | -0.7% |
| 3M | +29.8% | -12.2% | +42.0% | +31.4% |
| 6M | +31.0% | -5.2% | +36.2% | +30.8% |
| YTD | +28.6% | -4.5% | +33.1% | +28.0% |
| 1Y | +40.1% | -45.4% | +85.4% | +53.9% |
| 3Y | +19.7% | +91.1% | -71.4% | -5.2% |
| All | +19.7% | +96.9% | -77.2% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling