+24.5%
SFM vs ALC
+4.4%
+20.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.8% | +0.6% |
| 7D | +6.0% | -1.1% | +7.1% | +6.3% |
| 30D | -19.5% | +16.0% | -35.5% | -21.9% |
| 3M | -37.0% | +0.8% | -37.8% | -37.3% |
| 6M | -41.0% | +16.8% | -57.8% | -42.9% |
| YTD | -34.6% | -5.5% | -29.2% | -34.8% |
| 1Y | -36.3% | -5.3% | -31.0% | -36.5% |
| 3Y | +24.5% | +4.1% | +20.5% | +25.6% |
| All | +24.5% | +4.4% | +20.2% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling