-17.4%
ALB vs SFM
-36.8%
+19.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.3% |
| 7D | -5.8% | +6.0% | -11.8% | -5.6% |
| 30D | -4.5% | -19.5% | +14.9% | -5.3% |
| 3M | -28.1% | -37.0% | +8.9% | -30.1% |
| 6M | -53.2% | -41.0% | -12.2% | -54.8% |
| YTD | -33.3% | -34.6% | +1.3% | -34.1% |
| 1Y | -17.4% | -36.3% | +18.8% | -17.7% |
| All | -17.4% | -36.8% | +19.3% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling