+221.5%
ALLE vs SFM
+146.8%
+74.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.6% |
| 7D | -0.6% | -10.2% | +9.6% | +0.7% |
| 30D | +26.6% | -23.9% | +50.5% | +30.2% |
| 3M | +13.2% | -42.3% | +55.4% | +20.4% |
| 6M | +42.9% | -40.1% | +83.0% | +50.7% |
| YTD | +21.0% | -37.8% | +58.8% | +26.3% |
| 1Y | +15.2% | -37.1% | +52.2% | +19.9% |
| 3Y | +95.6% | +21.5% | +74.0% | +79.3% |
| 5Y | +53.4% | +103.8% | -50.4% | +27.9% |
| 10Y | +221.5% | +142.0% | +79.5% | +146.9% |
| All | +221.5% | +146.8% | +74.7% | +146.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling