+130.5%
SFM vs ALK
-45.1%
+175.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.8% | +6.4% | +2.2% |
| 7D | -0.4% | +0.9% | -1.3% | -0.6% |
| 30D | -19.2% | +3.3% | -22.5% | -19.6% |
| 3M | -40.3% | -17.6% | -22.7% | -39.1% |
| 6M | -40.9% | +0.8% | -41.7% | -41.3% |
| YTD | -35.5% | -22.4% | -13.1% | -34.5% |
| 1Y | -37.4% | -10.1% | -27.4% | -37.8% |
| 3Y | +25.5% | +14.0% | +11.5% | +20.5% |
| 5Y | +113.0% | -29.8% | +142.8% | +113.0% |
| All | +130.5% | -45.1% | +175.6% | +117.9% |
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