+151.8%
SFM vs ABCL
-79.5%
+231.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.2% | +0.9% |
| 7D | -10.2% | +12.4% | -22.6% | -10.4% |
| 30D | -23.9% | -0.4% | -23.5% | -23.9% |
| 3M | -42.3% | +80.4% | -122.6% | -43.0% |
| 6M | -40.1% | +138.5% | -178.7% | -41.4% |
| YTD | -37.8% | +265.5% | -303.3% | -39.9% |
| 1Y | -37.1% | +219.7% | -256.8% | -39.1% |
| 3Y | +21.5% | +209.4% | -187.9% | +16.5% |
| 5Y | +103.8% | -15.0% | +118.8% | +90.8% |
| All | +151.8% | -79.5% | +231.3% | +128.2% |
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