+20.7%
SFM vs ABCL
+156.0%
-135.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +6.7% | -11.6% | -5.0% |
| 7D | -1.2% | -3.2% | +2.0% | -1.2% |
| 30D | -24.8% | -7.4% | -17.4% | -24.6% |
| 3M | -43.7% | +81.9% | -125.6% | -45.2% |
| 6M | -37.3% | +135.7% | -173.0% | -40.0% |
| YTD | -38.4% | +247.4% | -285.7% | -42.9% |
| 1Y | -36.9% | +162.3% | -199.2% | -40.5% |
| 3Y | +20.7% | +165.5% | -144.8% | +11.8% |
| All | +20.7% | +156.0% | -135.4% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling