+111.6%
SFM vs ALK
-31.3%
+142.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | +6.0% | -1.2% | +7.2% | +6.1% |
| 30D | -19.5% | +7.7% | -27.2% | -20.4% |
| 3M | -37.0% | -19.0% | -18.0% | -35.3% |
| 6M | -41.0% | -0.2% | -40.8% | -41.5% |
| YTD | -34.6% | -23.5% | -11.1% | -33.1% |
| 1Y | -36.3% | -9.1% | -27.1% | -37.0% |
| 3Y | +24.5% | +12.0% | +12.5% | +18.7% |
| All | +111.6% | -31.3% | +142.9% | +118.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling