+102.9%
SFM vs ALK
+52.0%
+50.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.3% | +2.7% |
| 7D | -0.1% | -0.7% | +0.6% | 0.0% |
| 30D | -4.4% | -19.2% | +14.9% | -1.9% |
| 3M | +1.5% | -1.5% | +3.0% | +1.3% |
| 6M | +6.5% | -13.1% | +19.5% | +7.2% |
| YTD | +2.2% | -16.4% | +18.6% | +3.1% |
| 1Y | -41.9% | -33.1% | -8.8% | -39.7% |
| 3Y | +106.8% | +0.6% | +106.1% | +100.6% |
| 5Y | +231.6% | -26.4% | +258.0% | +229.4% |
| 10Y | +258.4% | -34.2% | +292.6% | +245.4% |
| All | +102.9% | +52.0% | +50.9% | +60.1% |
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 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