+46.9%
ALLE vs SFM
+108.0%
-61.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.8% |
| 7D | -0.2% | -0.1% | -0.2% | -0.2% |
| 30D | -6.8% | -4.4% | -2.4% | -6.5% |
| 3M | +21.0% | +1.5% | +19.5% | +20.6% |
| 6M | +1.1% | +6.5% | -5.4% | 0.0% |
| YTD | -0.5% | +2.2% | -2.7% | -1.3% |
| 1Y | -7.3% | -41.9% | +34.6% | -2.1% |
| All | +46.9% | +108.0% | -61.1% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling