+142.0%
SFM vs ALK
-37.5%
+179.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.1% | -6.1% | +0.1% |
| 7D | -10.2% | +8.9% | -19.1% | -11.2% |
| 30D | -23.9% | +5.9% | -29.8% | -24.5% |
| 3M | -42.3% | -16.5% | -25.7% | -41.2% |
| 6M | -40.1% | +2.1% | -42.2% | -40.7% |
| YTD | -37.8% | -17.1% | -20.7% | -37.2% |
| 1Y | -37.1% | -2.9% | -34.2% | -38.0% |
| 3Y | +21.5% | +24.5% | -2.9% | +15.5% |
| 5Y | +103.8% | -29.1% | +132.9% | +103.3% |
| 10Y | +142.0% | -39.1% | +181.1% | +124.5% |
| All | +142.0% | -37.5% | +179.4% | +124.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling