-5.5%
ABNB vs SFM
+111.2%
-116.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.5% | -6.5% | -3.5% |
| 7D | +2.7% | -7.1% | +9.8% | +3.5% |
| 30D | +10.8% | -21.4% | +32.2% | +13.3% |
| 3M | -2.1% | -40.1% | +38.0% | +3.3% |
| 6M | +32.2% | -38.0% | +70.2% | +38.3% |
| YTD | +33.5% | -36.5% | +70.0% | +38.6% |
| 1Y | +47.8% | -35.2% | +83.0% | +53.0% |
| 3Y | +53.3% | +23.5% | +29.8% | +46.6% |
| 5Y | -5.5% | +109.7% | -115.2% | -2.9% |
| All | -5.5% | +111.2% | -116.7% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling