-37.2%
SFM vs ALK
-4.9%
-32.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.1% | -6.1% | +0.5% |
| 7D | -10.2% | +8.9% | -19.1% | -10.8% |
| 30D | -23.9% | +5.9% | -29.8% | -24.5% |
| 3M | -42.3% | -16.5% | -25.7% | -42.7% |
| 6M | -40.1% | +2.1% | -42.2% | -40.2% |
| YTD | -37.8% | -17.1% | -20.7% | -37.5% |
| All | -37.2% | -4.9% | -32.3% | -39.1% |
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