-35.0%
SFM vs ABCL
+138.2%
-173.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.7% |
| 7D | -12.3% | -10.0% | -2.3% | -12.2% |
| 30D | -16.2% | -10.9% | -5.3% | -16.1% |
| 3M | -36.8% | +101.6% | -138.4% | -36.1% |
| 6M | -32.6% | +167.5% | -200.1% | -31.5% |
| YTD | -31.7% | +259.1% | -290.8% | -31.5% |
| 1Y | -35.0% | +152.2% | -187.2% | -34.5% |
| All | -35.0% | +138.2% | -173.2% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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