+101.5%
SFM vs ALK
-34.8%
+136.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.5% | -4.9% |
| 7D | -1.2% | +9.0% | -10.3% | -2.4% |
| 30D | -24.8% | -1.6% | -23.1% | -24.7% |
| 3M | -43.7% | -23.2% | -20.5% | -41.7% |
| 6M | -37.3% | -3.9% | -33.4% | -37.4% |
| YTD | -38.4% | -22.6% | -15.8% | -37.0% |
| 1Y | -36.9% | -5.3% | -31.6% | -38.0% |
| 3Y | +20.7% | +18.6% | +2.1% | +14.0% |
| All | +101.5% | -34.8% | +136.2% | +111.2% |
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