+133.3%
SFM vs ALC
+32.2%
+101.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -10.2% | +2.1% | -12.3% | -10.6% |
| 30D | -23.9% | +17.2% | -41.1% | -26.4% |
| 3M | -42.3% | +4.6% | -46.9% | -42.9% |
| 6M | -40.1% | +20.1% | -60.3% | -42.4% |
| YTD | -37.8% | -4.2% | -33.6% | -37.7% |
| 1Y | -37.1% | +2.1% | -39.2% | -37.9% |
| 3Y | +21.5% | +4.5% | +17.1% | +18.1% |
| 5Y | +103.8% | -12.3% | +116.1% | +103.1% |
| All | +133.3% | +32.2% | +101.1% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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