+258.2%
SFM vs ALC
+21.6%
+236.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.0% | -4.5% | -6.1% |
| 7D | -5.8% | -3.7% | -2.2% | -5.1% |
| 30D | -11.4% | -3.7% | -7.6% | -10.7% |
| 3M | -12.2% | +4.6% | -16.7% | -13.1% |
| 6M | -5.2% | -14.6% | +9.4% | -2.6% |
| YTD | -4.5% | -11.9% | +7.4% | -2.7% |
| 1Y | -45.4% | -13.1% | -32.2% | -44.3% |
| 3Y | +91.1% | -15.0% | +106.1% | +93.9% |
| 5Y | +226.8% | -16.2% | +243.0% | +228.6% |
| All | +258.2% | +21.6% | +236.6% | +217.5% |
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