+75.8%
ALB vs SFM
-47.5%
+123.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | -3.1% |
| 7D | -8.6% | -7.2% | -1.4% | -9.1% |
| 30D | -4.0% | -14.3% | +10.3% | -5.0% |
| 3M | -17.4% | -13.7% | -3.7% | -18.2% |
| 6M | -25.4% | -6.0% | -19.4% | -25.4% |
| YTD | -10.5% | -8.2% | -2.3% | -10.4% |
| 1Y | +75.8% | -46.2% | +122.1% | +40.7% |
| All | +75.8% | -47.5% | +123.3% | +40.7% |
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