+20.9%
SFM vs ALK
+20.7%
+0.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.6% |
| 7D | -7.1% | +2.6% | -9.6% | -7.4% |
| 30D | -21.4% | +7.8% | -29.2% | -22.4% |
| 3M | -40.1% | -15.2% | -24.9% | -39.0% |
| 6M | -38.0% | +5.0% | -43.1% | -39.0% |
| YTD | -36.5% | -18.4% | -18.1% | -35.5% |
| 1Y | -35.2% | -2.4% | -32.8% | -36.7% |
| All | +20.9% | +20.7% | +0.3% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling