+131.1%
SFM vs ALC
+31.8%
+99.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.1% | -2.7% | -4.4% |
| 7D | -1.2% | +4.9% | -6.1% | -2.1% |
| 30D | -24.8% | +19.0% | -43.7% | -27.5% |
| 3M | -43.7% | +7.8% | -51.5% | -44.6% |
| 6M | -37.3% | +14.6% | -51.8% | -39.1% |
| YTD | -38.4% | -4.4% | -33.9% | -38.3% |
| 1Y | -36.9% | +1.4% | -38.3% | -37.7% |
| 3Y | +20.7% | +2.5% | +18.2% | +17.7% |
| 5Y | +103.5% | -10.9% | +114.4% | +102.1% |
| All | +131.1% | +31.8% | +99.2% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling