+144.7%
ALB vs SFM
+132.6%
+12.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.3% | -4.7% |
| 7D | -8.1% | -0.1% | -8.0% | -8.1% |
| 30D | +6.3% | -4.4% | +10.6% | +6.6% |
| 3M | -23.6% | +1.5% | -25.1% | -23.9% |
| 6M | -24.6% | +6.5% | -31.1% | -25.7% |
| YTD | -10.3% | +2.2% | -12.4% | -11.3% |
| 1Y | +61.5% | -41.9% | +103.3% | +69.7% |
| 3Y | -34.0% | +106.8% | -140.7% | -41.0% |
| 5Y | -44.6% | +231.6% | -276.2% | -53.8% |
| 10Y | +76.1% | +258.4% | -182.3% | +40.5% |
| All | +144.7% | +132.6% | +12.1% | +107.9% |
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