-38.1%
SFM vs ABCL
+198.8%
-236.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -6.9% | +2.3% | -9.2% | -6.8% |
| 30D | -25.0% | -0.7% | -24.3% | -24.7% |
| 3M | -42.7% | +33.4% | -76.1% | -42.2% |
| 6M | -41.0% | +137.8% | -178.8% | -39.4% |
| YTD | -38.7% | +264.3% | -303.0% | -37.8% |
| 1Y | -38.1% | +209.2% | -247.3% | -37.6% |
| All | -38.1% | +198.8% | -236.9% | -37.6% |
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