+25.7%
ABNB vs SFM
+311.5%
-285.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.1% |
| 7D | -4.0% | -0.1% | -3.9% | -4.0% |
| 30D | +19.3% | -4.4% | +23.7% | +19.8% |
| 3M | +36.1% | +1.5% | +34.5% | +35.3% |
| 6M | +34.2% | +6.5% | +27.8% | +32.0% |
| YTD | +34.1% | +2.2% | +31.9% | +32.3% |
| 1Y | +45.1% | -41.9% | +87.0% | +55.0% |
| 3Y | +37.1% | +106.8% | -69.6% | +22.0% |
| 5Y | +15.2% | +231.6% | -216.4% | -5.2% |
| All | +25.7% | +311.5% | -285.8% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling