+149.4%
SFM vs ABCL
-80.5%
+229.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +6.7% | -11.6% | -4.9% |
| 7D | -1.2% | -3.2% | +2.0% | -1.2% |
| 30D | -24.8% | -7.4% | -17.4% | -24.7% |
| 3M | -43.7% | +81.9% | -125.6% | -44.4% |
| 6M | -37.3% | +135.7% | -173.0% | -38.6% |
| YTD | -38.4% | +247.4% | -285.7% | -40.4% |
| 1Y | -36.9% | +162.3% | -199.2% | -38.6% |
| 3Y | +20.7% | +165.5% | -144.8% | +15.7% |
| 5Y | +103.5% | -21.3% | +124.8% | +90.4% |
| All | +149.4% | -80.5% | +229.9% | +126.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling