+148.2%
SFM vs ABCL
-79.6%
+227.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -6.9% | +2.3% | -9.2% | -6.9% |
| 30D | -25.0% | -0.7% | -24.3% | -25.0% |
| 3M | -42.7% | +33.4% | -76.1% | -43.1% |
| 6M | -41.0% | +137.8% | -178.8% | -42.2% |
| YTD | -38.7% | +264.3% | -303.0% | -40.8% |
| 1Y | -38.1% | +209.2% | -247.3% | -40.0% |
| 3Y | +19.3% | +208.4% | -189.1% | +14.4% |
| 5Y | +103.1% | -11.9% | +115.0% | +90.6% |
| All | +148.2% | -79.6% | +227.8% | +125.0% |
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