+93.0%
ALB vs SFM
+40.3%
+52.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.8% | +5.7% | +1.4% |
| 7D | +9.1% | -1.2% | +10.3% | +9.1% |
| 30D | -3.4% | -24.8% | +21.4% | -1.0% |
| 3M | -20.6% | -43.7% | +23.1% | -16.4% |
| 6M | -48.2% | -37.3% | -10.9% | -46.2% |
| YTD | -29.2% | -38.4% | +9.1% | -26.8% |
| 1Y | +10.0% | -36.9% | +46.9% | +13.5% |
| 3Y | -12.9% | +20.7% | -33.6% | -18.2% |
| 5Y | -61.3% | +103.5% | -164.8% | -66.2% |
| 10Y | +35.8% | +139.7% | -103.9% | +12.5% |
| All | +93.0% | +40.3% | +52.7% | +71.7% |
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 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