+109.7%
SFM vs ALC
-13.4%
+123.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.2% |
| 7D | -0.1% | -2.1% | +2.0% | +0.3% |
| 30D | -4.4% | -0.1% | -4.3% | -4.4% |
| 3M | +1.5% | +5.9% | -4.4% | +0.4% |
| 6M | +6.5% | -15.9% | +22.4% | +9.0% |
| YTD | +2.2% | -10.1% | +12.3% | +3.1% |
| 1Y | -41.9% | -10.2% | -31.7% | -41.4% |
| All | +109.7% | -13.4% | +123.1% | +127.4% |
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