+400.4%
ALAB vs SFM
+33.9%
+366.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.9% | +6.9% | +9.4% |
| 7D | +7.2% | -0.1% | +7.3% | +7.3% |
| 30D | -2.5% | -4.4% | +1.8% | -2.1% |
| 3M | -13.3% | +1.5% | -14.8% | -13.7% |
| 6M | +172.8% | +6.5% | +166.4% | +168.2% |
| YTD | +86.6% | +2.2% | +84.4% | +84.7% |
| 1Y | +65.2% | -41.9% | +107.0% | +84.7% |
| All | +400.4% | +33.9% | +366.5% | +303.9% |
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 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