+28.6%
SFM vs ALK
+39.9%
-11.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.2% | -1.9% | -4.7% |
| 7D | +7.5% | +7.1% | +0.4% | +6.7% |
| 30D | -20.8% | -3.0% | -17.8% | -20.6% |
| 3M | -39.4% | -25.6% | -13.7% | -37.3% |
| 6M | -34.5% | +0.5% | -35.0% | -35.0% |
| YTD | -35.2% | -23.1% | -12.2% | -34.0% |
| 1Y | -35.3% | -7.5% | -27.7% | -35.8% |
| 3Y | +23.9% | +15.3% | +8.6% | +18.4% |
| 5Y | +113.8% | -34.8% | +148.6% | +115.5% |
| 10Y | +152.0% | -41.2% | +193.1% | +146.5% |
| All | +28.6% | +39.9% | -11.3% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling