-35.0%
SFM vs ALK
-1.1%
-33.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.8% | -5.1% | +3.1% |
| 7D | -12.3% | +12.4% | -24.7% | -12.8% |
| 30D | -16.2% | +2.1% | -18.3% | -16.7% |
| 3M | -36.8% | -23.9% | -12.9% | -37.2% |
| 6M | -32.6% | +8.2% | -40.8% | -32.2% |
| YTD | -31.7% | -20.5% | -11.2% | -31.3% |
| 1Y | -35.0% | -1.0% | -34.0% | -36.7% |
| All | -35.0% | -1.1% | -33.9% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling