+207.4%
ALAB vs SFM
-19.2%
+226.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.8% | +11.1% | +6.5% |
| 7D | -26.3% | -1.2% | -25.1% | -26.2% |
| 30D | -50.1% | -24.8% | -25.3% | -49.1% |
| 3M | -42.5% | -43.7% | +1.2% | -39.5% |
| 6M | -10.8% | -37.3% | +26.4% | -7.9% |
| YTD | +14.6% | -38.4% | +53.0% | +18.6% |
| 1Y | +17.1% | -36.9% | +54.0% | +20.5% |
| All | +207.4% | -19.2% | +226.7% | +159.3% |
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